Causal Factor Investing
Can Factor Investing Become Scientific?
Elements in Quantitative Finance
López de Prado, Marcos M.
- 出版社：Cambridge University Press
- 出版年月：2023年 11月
- ISBN：9781009397292
- 装丁：PAP
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装丁について
- 言語：ENG
- 巻数・ページ数：75 p.
- 分類： 証券・投資
- DDC分類：332.6
- 内容紹介：
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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.