Articles liés à Navigating the Factor Zoo

Navigating the Factor Zoo - Couverture rigide

Zhang, Michael; Lu, Tao; Shi, Chuan

 
9781032768434: Navigating the Factor Zoo
Couverture rigide
ISBN 10 : 1032768436 ISBN 13 : 9781032768434
Editeur : Routledge, 2024

Synopsis

Bridging the gap between theoretical asset pricing and industry practices in factors and factor investing, Zhang et al. provides a comprehensive treatment of factors, along with industry insights on practical factor development. A useful resource for investment management professionals and students in quantitative finance.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

Michael Zhang is the founder of Super Quantum Fund. He has over 20 years of experience in quantitative investing. He publishes in the most prestigious academic journals and has been highly cited. He holds a PhD from MIT, an MSc, and two bachelor's degrees from Tsinghua University.

Tao Lu is the CEO of Super Quantum Fund. He has extensive practical experience in portfolio management through quantitative methods and leading quantitative research teams. He holds a PhD from the Chinese University of Hong Kong and two bachelor's degrees from Tsinghua University.

Chuan Shi is the chief data scientist at Beijing Liangxin Investment Management, specializing in factor investing, portfolio allocation, and risk management. He holds a PhD from MIT and bachelor's and master's degrees from Tsinghua University. He is the lead author of "Factor Investing: Methodology and Practice."

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Routledge
Date d'édition
2024
Langue
anglais
ISBN 10 
1032768436
ISBN 13 
9781032768434
Reliure
Relié
Nombre de pages
310
Coordonnées du fabricant
non disponible
Personne responsable
gpsr@libri.de
gpsr@libri.de

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