Navigating the Factor Zoo
Zhang, Michael; Lu, Tao; Shi, Chuan
Sold by Best Price, Torrance, CA, U.S.A.
AbeBooks Seller since August 30, 2024
New - Soft cover
Condition: New
Quantity: 2 available
Add to basketSold by Best Price, Torrance, CA, U.S.A.
AbeBooks Seller since August 30, 2024
Condition: New
Quantity: 2 available
Add to basketSUPER FAST SHIPPING.
Seller Inventory # 9781032768410
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.
Chapters cover a wide array of topics, including the foundations of quantamentals, the intricacies of market beta, the significance of statistical moments, the principles of technical analysis, and the impact of market microstructure and liquidity on trading. Furthermore, it delves into the complexities of tail risk and behavioral finance, revealing how psychological factors affect market dynamics. The discussion extends to the sophisticated use of option trading data for predictive insights and the critical differentiation between outcome uncertainty and distribution uncertainty in financial decision-making. A standout feature of the book is its examination of machine learning's role in factor investing, detailing how it transforms data preprocessing, factor discovery, and model construction. Overall, this book provides a holistic view of contemporary financial markets, highlighting the challenges and opportunities in harnessing alternative data and machine learning to develop robust investment strategies.
This book would appeal to investment management professionals and trainees. It will also be of use to graduate and upper undergraduate students in quantitative finance, factor investing, asset management and/or trading.
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."
"About this title" may belong to another edition of this title.
When you see an item on our listing, it means we have it available in one of our warehouses right here right now, ready for same day or next day processing of your order. Over 50+ Million books in stock & ready to ship same day. Customer Service is a top priority for us, we want every customer to be 100% satisfied. We offer the world's largest selection of books, music and video. Maintaining an accurate inventory of more than 50+ Million items, we are able to ship your order the same day it is r...
SUPER FAST SHIPPING!
Order quantity | 1 to 3 business days | 1 to 3 business days |
---|---|---|
First item | US$ 8.98 | US$ 19.98 |
Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.