Bayesian Nonparametric Learning of How Skill Is Distributed across the Mutual Fund Industry
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More about this item
KeywordsBayesian nonparametrics; mutual funds; unsupervised learning;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2019-03-25 (Econometrics)
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