Sussex Place
Regent's Park
London NW1 4SA
United Kingdom
London Business School - Department of Finance
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big data, machine learning, artificial intelligence, venture capital, entrepreneurship, innovation, capital allocation
Does Big Data Devalue Traditional Expertise? Evidence from Active Funds
Big data, active mutual funds, stock-picking skill, quantitative investment
trading costs, asset pricing anomalies, asset management, arbitrage
COVID-19, pandemic, business closures, non-essential businesses
employee stock purchase plans, ESOP, CSR, retirement savings
financial advisors, behavioral finance, disposition effect, investor behavior, salience, attention, household finance
Product Differentiation, Mutual Funds, Industrial Organization, Textual Analysis, Ratings, Information Intermediaries
Passive investment, ETF, tracking error, tracking difference
Mutual Funds, Asset Managers, Labor Markets, Careers, Capital Misallocation
Mixture of Distribution, stochastic volatility, GARCH, trading volume
return predictability, economic constraints, dividend-price ratio, Kalman filter, Bayesian analysis
portfolio optimization, drawdown constraint, prospect theory, dynamic programming
return predictability, risk-based strategies, asset allocation, portfolio insurance, maximum drawdown
Product Differentiation, Mutual Funds, Industrial Organization, Textual Analysis, Ratings