Media type: E-Book Title: Can machine learning help to select portfolios of mutual funds? Contributor: DeMiguel, Victor [Author]; Gil-Bazo, Javier [Author]; Nogales, Francisco J. [Author]; Santos, André A. P. [Author] Published: Barcelona: GSE, Graduate School of Economics, March 2021 Published in: Barcelona Graduate School of Economics: Barcelona GSE working paper series ; 1245 Extent: 1 Online-Ressource (circa 42 Seiten); Illustrationen Language: English Keywords: Mutual fund performance ; performance predictability ; active management ; machine learning ; elastic net ; random forests ; gradient boosting ; Graue Literatur Origination: Footnote: Access State: Open Access