Navigating the factor zoo: the science of quantitative investing
Auteur :
Zhang, Michael / Lu, Tao / Shi, Chuan
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032768434
Date de publication :
9 déc. 2024
Dimensions :
23,4 x 15,6 cm
Poids :
453 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Bridging the gap between theoretical asset pricing and industry practices in factors and factor investing, Zhang et al. provides a comprehensive treatment of factors, along with industry insights on practical factor development. A useful resource for investment management professionals and students in quantitative finance.