Fund Manager Selection Using Machine Learning

• Unité de recherche: INNOSUISSE
• Numéro de projet: 101.725 IP-SBM
• Titre du projet anglais: Fund Manager Selection Using Machine Learning

Mots-clé (Anglais)

Social sciences & business management, Finance

Résumé des résultats (Abstract) (Allemand)

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.