López de Prado, Marcos M.
Libros de: López de Prado, Marcos M.
Mostrando 1 libros encontrados. (1 páginas).
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Causal Factor Investing
López De Prado, Marcos M.
Cambridge University Press (2023)
- EAN: 9781009397292
- Páginas: 85
- Fecha de edición: 2023
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Virtually all journal articles in the factor investing literature make associational claims, in denial of the causal content of factor models. Authors do not identify the causal graph consistent with the observed phenomenon, they justify ...