Description: A new paper co-authored by Wharton’s Nikolai Roussanov uses machine learning to construct investment portfolios that ensure predictability of returns in a world of changing risks.

Source: knowledge.wharton.upenn.edu

Date: Mar 28, 2023

Link: https://knowledge.wharton.upenn.edu/article/win-the-race-for-higher-risk-adjusted-stock-returns/

Questions for discussion:

• Summarize the argument presented in this report.
• Why is it so controversial?
• How should investors use this information, in your opinion?