Causal Factor Investing av Marcos M López de Prado, Marcos M Lopez de Prado, Marcos M López de Prado

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Marcos M Lpez de Prado Marcos

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 cho...

240 SEK

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279 SEK