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Causal Factor Investing
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Causal Factor Investing

Can Factor Investing Become Scientific?
Buch (broschiert)ca. 32.90 CHF
lieferbar in ca. 10-20 Arbeitstagen

"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"--

November 2023, Elements in Quantitative Finance, Englisch
Cambridge Academic
978-1-00-939729-2

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