SSRNML & AI Methods
Sharpening Sharpe Analysis with Machine Learning
The research shows that over 95% of mutual funds have multidimensional investment styles, and those that change their styles often outperform their new style benchmarks.
Featured in No. 28 on 6 Dec 2023 · 40 days after release
- Released
- 27 Oct 2023
- First featured
- No. 28 · 6 Dec 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4650859
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