Causal Factor Investing
| Author | : Marcos M. López de Prado |
| Publisher | : Cambridge University Press |
| Total Pages | : 99 |
| Release | : 2023-10-31 |
| ISBN-10 | : 9781009397308 |
| ISBN-13 | : 1009397303 |
| Rating | : 4/5 (303 Downloads) |
Book Synopsis Causal Factor Investing by : Marcos M. López de Prado
Download or read book Causal Factor Investing written by Marcos M. López de Prado and published by Cambridge University Press. This book was released on 2023-10-31 with total page 99 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.