Causal factor investing : can factor investing become scientific? / Marcos M. López de Prado.

"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

Online Access:	Full Text (via Cambridge)
Main Author:	López de Prado, Marcos Mailoc (Author)
Format:	Electronic 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.