101.725 IP-SBM

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

Résumé

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

Textes supplémentaires

Abstract

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.

Schlüsselwörter

Participants

Wissenschaftliche Leitung

Université de Neuchâtel

Wissenschaftliche Leitung

HSLU - Hochschule Luzern

Wirtschaftspartner

Suva

Wirtschaftspartner

F. van Lanschot Bankiers (Schweiz) AG

Kontaktperson

HSLU - Hochschule Luzern

Détails du projet

Office de recherche: INNOSUISSE
Statut du projet: Abgeschlossen
Type de projet: Forschungsprojekt
Date de début: 2022-07-31
Date de fin: 2026-02-27
Coûts totaux approuvés: CHF 399717.00
Section: 90 Social Sciences & Business Management
Domaine politique NABS: Industrielle Produktivität und Technologie

Disciplines de recherche

S181 Financial science 100.0%