Michael Zhang: Navigating the Factor Zoo

Cover: 9781032768410 | Navigating the Factor Zoo | The Science of Quantitative Investing

Rückseite: 9781032768410 | Navigating the Factor Zoo | The Science of Quantitative Investing

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Sprache: Englisch

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Beschreibung

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 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."

Inhaltsverzeichnis

Table of Contents

Preface

Chapter 1. Factor Investing

Chapter 2. Quantamentals

Chapter 3. Statistical Moments as Factors

Chapter 4. Market Beta

Chapter 5. Technical Analysis Factors

Chapter 6. Microstructure and Liquidity

Chapter 7. Tail Risk

Chapter 8. Behavioral Finance

Chapter 9. Option Information

Chapter 10. Uncertainty

Chapter 11. Alternative Data

Chapter 12. Machine Learning in Factor Investing

Epilogue

Details

Erscheinungsjahr:	2024
Fachbereich:	Allgemeines
Genre:	Importe , Wirtschaft
Rubrik:	Recht & Wirtschaft
Medium:	Taschenbuch
Inhalt:	Einband - flex.(Paperback)
ISBN-13:	9781032768410
ISBN-10:	103276841X
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Zhang, Michael Lu, Tao Shi, Chuan
Hersteller:	Routledge
Verantwortliche Person für die EU:	Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße:	234 x 156 x 17 mm
Von/Mit:	Michael Zhang (u. a.)
Erscheinungsdatum:	09.12.2024
Gewicht:	0,477 kg