Causal factor investing : can factor investing become scientific?
Year of publication: |
2023
|
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Authors: | López de Prado, Marcos M. |
Publisher: |
Cambridge, United Kingdom : Cambridge University Press |
Subject: | association | causation | causal inference | causal discovery | causal mechanism | confounder | factor investing | backtest overfitting | Kausalanalyse | Causality analysis | Investition | Investment | Theorie | Theory |
Extent: | 1 online resource (81 pages) digital, PDF file(s) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Open Access. - Title from publisher's bibliographic system (viewed on 12 Oct 2023) |
ISBN: | 978-1-009-39731-5 ; 978-1-009-39729-2 ; 978-1-009-39729-2 |
Other identifiers: | 10.1017/9781009397315 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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