Navigating the Factor Zoo: The Science of Quantitative Investing - Hardcover

Zhang, Michael; Lu, Tao; Shi, Chuan

Hardcover

ISBN 10: 1032768436 ISBN 13: 9781032768434

Verlag: Routledge, 2024

Inhaltsangabe

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.

Über diesen Titel

Über die Autorin bzw. den Autor

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."

Details zur Ausgabe

• Verlag: Routledge
• Erscheinungsdatum: 2024
• ISBN 10: 1032768436
• ISBN 13: 9781032768434
• Einband: Tapa dura
• Sprache: Englisch
• Auflage: 1
• Anzahl der Seiten: 310
• Kontakt zum Hersteller: Nicht verfügbar