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Item Details
Title: CAUSAL FACTOR INVESTING
CAN FACTOR INVESTING BECOME SCIENTIFIC?
By: Marcos M. Lopez de Prado
Format: Paperback / softback

List price: £18.00
Our price: £16.20
Discount:
10% off
You save: £1.80
ISBN 10: 100939729X
ISBN 13: 9781009397292
Availability: Usually dispatched within 3-5 days.
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Stock: Currently 3 available
Publisher: CAMBRIDGE UNIVERSITY PRESS
Pub. date: 31 October, 2023
Series: Elements in Quantitative Finance
Pages: 75
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.
Illustrations: Worked examples or Exercises
Returns: Returnable

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