Causal factor investing: can factor investing become scientific?
Auteur :
López de Prado, Marcos M.
Éditeur :
Cambridge University Press
ISBN :
9781009397292
Date de publication :
9 nov. 2023
Dimensions :
22,9 x 15,2 x 0,5 cm
Poids :
163 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.