Causal Factor Investing
Lopez de Prado Marcos M. (ADIA Lab)
9781009397292
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| Author(s) :- Lopez de Prado Marcos M. (ADIA Lab) | Format :- Paperback |
| Publisher :- Cambridge University Press | Pub. Date :- 2023-11-09 |
| ISBN-13 :- 9781009397292 | |
| Series:- Elements in Quantitative Finance | |
| Pagination :- 75 pages, Worked examples or Exercises | |
| Dimensions :- 152 x 228 x 8 | |
| Weight :- 144 |
Description
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.
