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Can I read Causal Factor Investing: Can Factor Investing Become Scientific? on EtoBox?
Causal Factor Investing: Can Factor Investing Become Scientific? by Marcos M. LŁpez de Prado is a business book available to read on EtoBox.
What is Causal Factor Investing: Can Factor Investing Become Scientific? about?
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 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. Thi
Who reads Causal Factor Investing: Can Factor Investing Become Scientific??
It is typically read by working professionals who need an authoritative practice reference.
Common subject areas: medicine, law, business, engineering.
- Author
- Marcos M. LŁpez de Prado
- Publisher
- Cambridge University Press
- Published
- 2023
- Language
- EN
- ISBN
- 9781009397292
- Category
- business
- Subjects
- Economics, Finance, Business
- Updated
- 2026-03-25
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