Can machine learning help investors select mutual fund portfolios?
Victor DeMiguel, Javier Gil-Bazo, Francisco J. Nogales and André A.P. Santos use three ML models improve fund performance predictions.
Topic Archive: Financial Markets
What can branchless banking teach us about incentives and transparency?
Erika Deserranno, Gianmarco León-Ciliotta, and Firman Witoelar are the first to empirically analyze the combined effect of raising the level and transparency of financial incentives for local agents working in the Indonesian banking sector.
First stakeholders and success in UK startups
Albert Banal-Estañol, Inés Macho-Stadler, Jonás Nieto-Postigo and David Pérez-Castrillo create a novel data set of UK-based VC-backed startups to study the effects of the pre-institutional individual stakeholders on their eventual success.
Can “Leaning Against the Wind” moderate asset price bubbles?
Jordi Galí, Giovanni Giusti and Charles N. Noussair conduct a laboratory experiment to study the effects of monetary policy on asset prices.
How transparent reporting influences the allocation of corporate cash
Marcelo Ortiz tests whether private firms are able to use peers’ financial reports to learn about liquidity risk.
Ultra-low Monetary Policy Rates and Bank Profitability in the Euro Area
Carlo Altavilla, Miguel Boucinha and José-Luis Peydró investigate the impact of conventional and unconventional monetary policy on bank profitability.
