Wenbo Wu, Jiaqi Chen, Zhibin (Ben) Yang, Michael L. Tindall. A Cross-Sectional Machine Learning Approach for Hedge Fund Return Prediction and Selection. Management Science, 67(7):4577-4601, 2021. [doi]
@article{WuCYT21,
title = {A Cross-Sectional Machine Learning Approach for Hedge Fund Return Prediction and Selection},
author = {Wenbo Wu and Jiaqi Chen and Zhibin (Ben) Yang and Michael L. Tindall},
year = {2021},
doi = {10.1287/mnsc.2020.3696},
url = {https://doi.org/10.1287/mnsc.2020.3696},
researchr = {https://researchr.org/publication/WuCYT21},
cites = {0},
citedby = {0},
journal = {Management Science},
volume = {67},
number = {7},
pages = {4577-4601},
}