Navigating the factor zoo : the science of quantitative investing

Michael Zhang, Tao Lu and Chuan Shi

Factor Investing -- Quantamentals -- Statistical Moments as Factors -- Market Beta -- Technical Analysis Factors -- Microstructure and Liquidity -- Tail Risk -- Behavioral Finance -- Option Information -- Uncertainty -- Alternative Data -- Machine Learning in Factor Investing.

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Year of publication:	2025
Authors:	Zhang, Xiaoquan ; Lu, Tao ; Shi, Chuan
Publisher:	London : Routledge

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Extent:	1 online resource
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-1-003-48020-4 ; 1-003-48020-9 ; 978-1-040-14588-3 ; 1-040-14588-4 ; 978-1-040-14589-0 ; 1-040-14589-2 ; 978-1-032-76843-4 ; 978-1-032-76841-0
Other identifiers:	10.4324/9781003480204 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015186741