Marcos M. Lopez de Prado (ADIA Lab)

Broschiertes Buch

Causal Factor Investing

Beschreibung

Virtually all journal articles in the factor investing literature make associational claims, instead of causal claims. This Element analyzes the current state of causal confusion and proposes solutions with the potential to transform factor investing into a truly scientific discipline. This title is also available as Open Access on Cambridge Core.

Produktdetails

• Elements in Quantitative Finance
• Verlag: Cambridge University Press
• Seitenzahl: 75
• Erscheinungstermin: 9. November 2023
• Englisch
• Abmessung: 229mm x 152mm x 5mm
• Gewicht: 144g
• ISBN-13: 9781009397292
• ISBN-10: 100939729X
• Artikelnr.: 68443211