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Navigating the Factor Zoo The Science of Quantitative Investing.
- Format:
- Book
- Author/Creator:
- Zhang, Michael.
- Language:
- English
- Subjects (All):
- Investment analysis--Mathematical models.
- Investment analysis.
- Asset allocation.
- Investments.
- Physical Description:
- 1 online resource (311 p.)
- Place of Publication:
- Oxford : Taylor & Francis Group, 2024.
- Contents:
- Cover
- Half Title
- Title Page
- Copyright Page
- Table of Contnts
- List of Figures
- List of Tables
- Preface
- Acknowledgments
- 1. Factor Investing
- 2. Quantamentals
- 3. Statistical Moments as Factors
- 4. Market Beta
- 5. Technical Analysis Factors
- 6. Microstructure and Liquidity
- 7. Tail Risk
- 8. Behavioral Finance
- 9. Option Information
- 10. Uncertainty
- 11. Alternative Data
- 12. Machine Learning in Factor Investing
- Epilogue
- Index
- Notes:
- Description based upon print version of record.
- Electronic reproduction. London Available via World Wide Web.
- Other Format:
- Print version: Zhang, Michael Navigating the Factor Zoo
- ISBN:
- 9781040145890
- 1040145892
- Publisher Number:
- 40032730844
- Access Restriction:
- Restricted for use by site license.
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