Causal factor investing can factor investing become scientific?
Virtually all journal articles in the factor investing literature make associational claims, instead of causal claims. 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 exp...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Cambridge, United Kingdom ; New York, NY :
Cambridge University Press
2023.
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| Edición: | First edition |
| Colección: | Cambridge elements. Elements in quantitative finance,
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| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009769410106719 |
