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 ti...

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Bibliographic Details

Main Author:	López de Prado, Marcos Mailoc (Author)
Corporate Author:	Cambridge University Press
Format:	eBook
Language:	English
Published:	Cambridge, United Kingdom ; New York, NY : Cambridge University Press, 2023.
Series:	Cambridge elements. Elements in quantitative finance.
Subjects:	Investments. Asset allocation. Portfolio management. Investissements. Affectation de l'actif. Gestion de portefeuille. Asset allocation Investments Portfolio management Electronic books.
Online Access:	Connect to the full text of this electronic book