Ensemble Active Management

Autor: Alexey Panchekha, Robert Tull, Bell, Cfa, Matthew M.
Rok vydání: 2018
Předmět:
Zdroj: SSRN Electronic Journal.
ISSN: 1556-5068
DOI: 10.2139/ssrn.3243578
Popis: This White Paper questions the superiority of the traditional Active Management paradigm. Do stand-alone, ‘single-expert’ investment managers or management teams, with well-defined yet rigidly entrenched philosophies and methodologies, deliver optimal results? The conclusion, derived from a database reflecting 30,000 test portfolios and 165 million data points, was that they do not. A new approach to investment management, referred to as “Ensemble Active Management” and representing the intersection of Artificial Intelligence and traditional Active Management, was proven the superior option.
Databáze: OpenAIRE