Navigating the factor zoo : (Record no. 23959)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 02583cam a22002418i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9781032768410 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9781032768434 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | English |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.632042 |
| Item number | ZHA |
| 100 1# - MAIN ENTRY--AUTHOR NAME | |
| Author name | Zhang, Michael |
| 245 10 - TITLE STATEMENT | |
| Title | Navigating the factor zoo : |
| Sub Title | the science of quantitative investing / |
| Statement of responsibility, etc | Michael Zhang, Tao Lu and Chuan Shi. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | New York : |
| Name of publisher | Routledge , |
| Year of publication | 2025. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xiv, 296 pages ; |
| Dimensions | 23 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Preface<br/>Chapter 1. Factor Investing<br/>Chapter 2. Quantamentals<br/>Chapter 3. Statistical Moments as Factors<br/>Chapter 4. Market Beta<br/>Chapter 5. Technical Analysis Factors<br/>Chapter 6. Microstructure and Liquidity<br/>Chapter 7. Tail Risk<br/>Chapter 8. Behavioral Finance<br/>Chapter 9. Option Information<br/>Chapter 10. Uncertainty<br/>Chapter 11. Alternative Data<br/>Chapter 12. Machine Learning in Factor Investing<br/> Epilogue |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Subject | Investment analysis |
| General subdivision | Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Subject | Asset allocation. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Subject | Investments. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Author 2/ Editor | Lu, Tao |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Author 2/ Editor | Shi, Chuan |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Books |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Bill Date | Full call number | Accession Number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Institute of Public Enterprise, Library | Institute of Public Enterprise, Library | S Campus | 08/11/2025 | Professional Book Services | 3861.48 | 04-08-2025 | 332.632042 ZHA | 50636 | 08/11/2025 | Books |
2cqr automation private limited, Chennai. All Rights Reserved.