Fund Manager Selection Using Machine Learning (Innolink: 101.725 IP-SBM)

• Forschungsstelle: INNOSUISSE
• Projektnummer: 101.725 IP-SBM
• Projekttitel Englisch: Fund Manager Selection Using Machine Learning

Schlüsselwörter (Englisch)

Social sciences & business management, Finance

Abstract (Deutsch)

By applying machine learning algorithms to a large data set of mutual fund-, fund firm- as well as fund manager characteristics, we seek to improve the predictability of future fund performance by differentiating high from low-performing active equity mutual fund managers.