Causal Factor Investing : Can Factor Investing Become Scientific?
Book Details
Format
Paperback / Softback
Book Series
Elements in Quantitative Finance
ISBN-10
100939729X
ISBN-13
9781009397292
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Nov 9th, 2023
Print length
75 Pages
Weight
144 grams
Dimensions
15.20 x 22.80 x 0.80 cms
Product Classification:
Finance
Ksh 3,250.00
Manufactured on Demand
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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.
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