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ArticleMachine-learning the skill of mutual fund managers

Ron Kaniel2023

Article2023

Machine-learning the skill of mutual fund managers

Ron Kaniel · Zihan Lin · Markus Pelger · Stijn Van Nieuwerburgh

108 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Stock Market Forecasting Methods

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References

1997On Persistence in Mutual Fund Performance 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1996Multifactor Explanations of Asset Pricing Anomalies 2006Investor Sentiment and the Cross‐Section of Stock Returns 2020Empirical Asset Pricing via Machine Learning 1996Another Puzzle: The Growth in Actively Managed Mutual Funds 2004Mutual Fund Flows and Performance in Rational Markets 2010Luck versus Skill in the Cross‐Section of Mutual Fund Returns

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2024Missing Financial Data 2025Deep Learning Statistical Arbitrage 2024Catalyzing Sustainable Investment: Revealing ESG Power in Predicting Fund Performance with Machine Learning 2023AI-Powered Trading, Algorithmic Collusion, and Price Efficiency

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Details

Year2023

Typearticle

Published2023-08-11

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations108

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jfineco.2023.07.004

openalex_workW4385753172

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