Causal Factor Investing
Can Factor Investing Become Scientific?
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.
Specificaties
| ISBN/EAN | 9781009397292 |
| Auteur | Marcos M. (ADIA Lab) Lopez de Prado |
| Uitgever | Van Ditmar Boekenimport B.V. |
| Taal | Engels |
| Uitvoering | Paperback / gebrocheerd |
| Pagina's | 92 |
| Lengte | |
| Breedte |