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Causal factor investing : can factor investing become scientific? / Marcos M. López de Prado

By: Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Elements in quantitative financePublisher: Cambridge, United Kingdom ; New York, NY : Cambridge University Press, 2023Description: 1 Online-Ressource (unpaged) : illustrations (some color)ISBN:
  • 9781009397315
Subject(s): Additional physical formats: 9781009397292. | Erscheint auch als: Causal factor investing. Druck-Ausgabe Cambridge, United Kingdom : Cambridge University Press, [2023]DDC classification:
  • 332.6 23/eng/20230824
LOC classification:
  • HG4521
Online resources: Summary: "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"--PPN: PPN: 1916241212Package identifier: Produktsigel: ZDB-94-OAB
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