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Causal Factor Investing

Can Factor Investing Become Scientific?

by Marcos M. (Adia Lab) Lopez De Prado
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language: english
Publisher: CAMBRIDGE UNIVERSITY PRESS, November of 2023 ‧
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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.

Causal Factor Investing

Can Factor Investing Become Scientific?

by Marcos M. (Adia Lab) Lopez De Prado

Property Description
ISBN: 9781009397292
Publisher: CAMBRIDGE UNIVERSITY PRESS
Release Date: November of 2023
Language: English
Cover: Softcover
Pages: 92
Format: Book
Collection: Elements In Quantitative Finance
Categories: Books in English > Economics, Finance and Accounting > Finances
Books in English > Others
EAN: 9781009397292