Causal Factor Investing: Can Factor Investing Become Scientific? - Elements in Quantitative Finance - Lopez de Prado, Marcos M. (ADIA Lab) - Books - Cambridge University Press - 9781009397292 - November 9, 2023
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Causal Factor Investing: Can Factor Investing Become Scientific? - Elements in Quantitative Finance

Lopez de Prado, Marcos M. (ADIA Lab)

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Causal Factor Investing: Can Factor Investing Become Scientific? - Elements in Quantitative Finance

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.

75 pages, Worked examples or Exercises

Media Books     Paperback Book   (Book with soft cover and glued back)
Released November 9, 2023
ISBN13 9781009397292
Publishers Cambridge University Press
Pages 75
Dimensions 228 × 152 × 8 mm   ·   144 g

See all of Lopez de Prado, Marcos M. (ADIA Lab) ( e.g. Paperback Book )