TY  - DATA
AU  - López de Prado, Marcos Mailoc
TI  - Causal factor investing: can factor investing become scientific? 
SN  - 9781009397315
AV  - HG 4521 L66 2023
PY  - 2023///
CY  - Cambridge, United Kingdom ; New York, NY
PB  - Cambridge University Press
KW  - INVESTMENTS
KW  - ASSET ALLOCATION
KW  - PORTFOLIO MANAGEMENT
N1  - Association vs Causation --  The Three Steps of Scientific Discovery -- Causal Inference -- Causality in Econometrics -- Causality in Factor Investing -- Monte Carlo Experiments -- Conclusions
UR  - https://doi.org/10.1017/9781009397315
ER  -