[PDF][PDF] Can machine learning help to select portfolios of mutual funds?

Identifying outperforming mutual funds ex-ante is a notoriously difficult task. We use machine
learning methods to exploit the predictive ability of a large set of mutual fund characteristics …

Indonesian mutual fund performance

M Vidal, J Vidal-García - Available at SSRN 3890486, 2023 - papers.ssrn.com
In this article, we examine mutual fund performance in Indonesia using daily data over a
period of 23 years. The performance of Indonesian equity funds is evaluated employing a …

Korean Mutual Fund Performance

J Vidal-García, M Vidal - Available at SSRN 5107884, 2025 - papers.ssrn.com
In this paper, we evaluate the performance of South Korean equity mutual funds between
1990 and 2024. South Korea is the country with the second largest number of mutual funds …

On the Role of Trading vs. Holdings in the Performance Persistence of Institutional Investors: The Value of Regular Trading

JA Busse, K Shen, L Tong, Z Zhang - Holdings in the Performance …, 2024 - papers.ssrn.com
We use institutional transaction data to estimate the contribution of trading compared to
holdings in the performance of institutional stock investors. Trading contributes positively to …

Analisis komitmen organisasi karyawan dalam perspektif etika kerja Islam

RZ Qatrunnada - SUHUF, 2021 - journals.ums.ac.id
Penelitian ini bertujuan untuk memahami komitmen organisasi karyawan dalam perspektif
etika kerja Islam. Penelitian ini menggunakan pendekatan kuantitatif dengan metode survei …

High Portfolio Turnover, Managerial Skills, and Fund Performance of Chinese Mutual Funds

Z Liang, C Yin - Managerial Skills, and Fund Performance of …, 2024 - papers.ssrn.com
We examine the phenomenon of extremely high turnover ratios in Chinese mutual funds. We
find that Chinese mutual funds trade actively and replace their portfolios fast, even with their …

Veltuhraði og ávöxtun: Hefur veltuhraði verðbréfa í íslenskum verðbréfasjóðum áhrif á ávöxtun þeirra?

ER Högnadóttir - skemman.is
Markmið þessarar ritgerðar er að kanna hvort það er samband á milli veltuhraða verðbréfa
og ávöxtunar í íslenskum verðbréfasjóðum. Framkvæmd var megindleg rannsókn, fyrst með …

[CITATION][C] Can Machine Learning Help to Select Portfolios of Mutual Funds?

VDMJGB Francisco, JNAAP Santos - 2021