| 000 | 01113nmm a22002897a 4500 | ||
|---|---|---|---|
| 003 | SPU | ||
| 005 | 20240323131230.0 | ||
| 008 | 240323s2023||||enk o ||1 0|eng|d | ||
| 020 | _a9781009397315 | ||
| 040 | _aSPU | ||
| 049 | _amain | ||
| 050 | 0 | 0 |
_aHG 4521 _bL66 2023 |
| 100 |
_aLópez de Prado, Marcos Mailoc _9257099 |
||
| 245 | 1 | 0 |
_aCausal factor investing : _bcan factor investing become scientific? / _cMarcos M. López de Prado, ADIA Lab |
| 260 |
_aCambridge, United Kingdom ; New York, NY : _bCambridge University Press, _c2023 |
||
| 300 | _aonline resource | ||
| 449 | _a110241 | ||
| 505 | _aAssociation vs Causation -- The Three Steps of Scientific Discovery -- Causal Inference -- Causality in Econometrics -- Causality in Factor Investing -- Monte Carlo Experiments -- Conclusions | ||
| 650 | 0 |
_aINVESTMENTS _935456 |
|
| 650 | 0 |
_aASSET ALLOCATION _9178918 |
|
| 650 | 0 |
_aPORTFOLIO MANAGEMENT _947437 |
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| 850 | _aSPU | ||
| 856 | _uhttps://doi.org/10.1017/9781009397315 | ||
| 910 |
_aLibrary _bCambridge University Press _c230324 _pEB000544 |
||
| 942 |
_2lcc _cEBK |
||
| 998 | _ajirawan 0324 | ||
| 999 | _c213918 | ||