Causal Factor Investing: Can Factor Investing Become Scientific? - Marcos M. López De Prado

Descriere YEO:

Causal Factor Investing: Can Factor - Disponibil la libris.ro

Pe YEO găsești Causal Factor Investing: Can Factor de la Marcos M. Lpez De Prado, în categoria Business & Economics.

Indiferent de nevoile tale, Causal Factor Investing: Can Factor Investing Become Scientific? - Marcos M. López De Prado din categoria Business & Economics îți poate aduce un echilibru perfect între calitate și preț, cu avantaje practice și moderne.

Preț: 154.58 Lei

Caracteristicile produsului Causal Factor Investing: Can Factor

• Brand: Marcos M. Lpez De Prado
• Categoria: Business & Economics
• Magazin: libris.ro
• Ultima actualizare: 25-10-2024 01:12:27

Comandă Causal Factor Investing: Can Factor Online, Simplu și Rapid

Prin intermediul platformei YEO, poți comanda Causal Factor Investing: Can Factor de la libris.ro rapid și în siguranță. Bucură-te de o experiență de cumpărături online optimizată și descoperă cele mai bune oferte actualizate constant.

Descriere magazin:
Virtually all journal articles in the factor investing literature make associational claims, instead of causal claims. Authors do not identify the causal graph consistent with the observed phenomenon, they justify their chosen model specification in terms of correlations, and they do not propose experiments for falsifying causal mechanisms. Absent a causal theory, their findings are likely false, due to rampant backtest overfitting and incorrect specification choices. This Element differentiates between type-A and type-B spurious claims, and explains how both types prevent factor investing from advancing beyond its current phenomenological stage. It analyzes the current state of causal confusion in the factor investing literature, 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.