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Navigating the Factor Zoo
ISBN/GTIN

Navigating the Factor Zoo

The Science of Quantitative Investing
BookPaperback
Ranking13171in
CHF55.90

Description

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.
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Details

ISBN/GTIN978-1-032-76841-0
Product TypeBook
BindingPaperback
Publication countryUnited Kingdom
Publishing date11/11/2024
Edition1. A.
Pages296 pages
LanguageEnglish
SizeWidth 156 mm, Height 234 mm
IllustrationsFarb., s/w. Abb.
Article no.50373418
CatalogsBuchzentrum
Data source no.46511098
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Author

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."

Subjects