The Micro-Determinants of Portfolio Gyrations in Mutual Funds: Evidence From Machine Learning Models
The research explores what influences portfolio changes in emerging market equity mutual funds, highlighting firm size, investment features, and stock attributes as key factors, with their significance changing based on market conditions and investment strategies.
Featured in No. 83 on 23 Jan 2025 · 3 days after release · 0 citations today
- Released
- 20 Jan 2025
- First featured
- No. 83 · 23 Jan 2025
- Citations (Semantic Scholar)
- 0
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- Identifier
- SSRN 5103683
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