Bayesian nonparametric learning of how skill is distributed across the mutual fund industry

DOI10.1016/j.jeconom.2021.04.002OpenAlexW3161148197MaRDI QIDQ2155311

Mark Fisher, Mark J. Jensen

Publication date: 15 July 2022

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.04.002

zbMATH Keywords

Bayesian nonparametricsunsupervised learningmutual funds

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (2)

Forecasting with a panel Tobit model ⋮ Bayesian Nonparametric Panel Markov-Switching GARCH Models

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