Can machine learning help investors select mutual fund portfolios?
Victor DeMiguel, Javier Gil-Bazo, Francisco J. Nogales and André A.P. Santos use three ML models improve fund performance predictions.
Invest in what you know?
Ariadna Dumitrescu and Javier Gil-Bazo explore whether familiarity bias among investors may help shape competition among funds, persistence of fund performance, and fees charged.
