Navigating the factor zoo: (Record no. 9699)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02789nam a2200229 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250510115424.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 250508b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781032768410 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.63 |
| Item number | ZHA |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Zhang, Michael |
| 245 ## - TITLE STATEMENT | |
| Title | Navigating the factor zoo: |
| Remainder of title | the science of quantitative investing |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | Routledge |
| Place of publication, distribution, etc. | New York |
| Date of publication, distribution, etc. | 2025 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xiv, 296 p. |
| 365 ## - TRADE PRICE | |
| Price type code | GBP |
| Price amount | 32.99 |
| 500 ## - GENERAL NOTE | |
| General note | Table of contents:<br/><br/>Preface<br/><br/> <br/><br/>Chapter 1. Factor Investing<br/><br/> <br/><br/>Chapter 2. Quantamentals<br/><br/> <br/><br/>Chapter 3. Statistical Moments as Factors<br/><br/> <br/><br/>Chapter 4. Market Beta<br/><br/> <br/><br/>Chapter 5. Technical Analysis Factors<br/><br/> <br/><br/>Chapter 6. Microstructure and Liquidity<br/><br/> <br/><br/>Chapter 7. Tail Risk<br/><br/> <br/><br/>Chapter 8. Behavioral Finance<br/><br/> <br/><br/>Chapter 9. Option Information<br/><br/> <br/><br/>Chapter 10. Uncertainty<br/><br/> <br/><br/>Chapter 11. Alternative Data<br/><br/> <br/><br/>Chapter 12. Machine Learning in Factor Investing<br/><br/> <br/><br/>Epilogue<br/><br/><br/>[https://www.routledge.com/Navigating-the-Factor-Zoo-The-Science-of-Quantitative-Investing/Zhang-Lu-Shi/p/book/9781032768410?srsltid=AfmBOopjZopxZv_rbVuN3kmTrUXcs4ZeMy6Te8D7EOdaObo3_7t4K_zF] |
| 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.<br/><br/>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.<br/><br/>(https://www.routledge.com/Navigating-the-Factor-Zoo-The-Science-of-Quantitative-Investing/Zhang-Lu-Shi/p/book/9781032768410?srsltid=AfmBOopjZopxZv_rbVuN3kmTrUXcs4ZeMy6Te8D7EOdaObo3_7t4K_zF) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematic--Statistics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Quantitative--Finance |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Lu, Tao |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Shi, Chuan |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Book |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Bill No | Bill Date | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Accession Number | Date last seen | Copy number | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Finance & Accounting | 1189618 | 18-03-2025 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 03/28/2025 | Atlantic Publishers & Distributors | 2386.66 | 332.63 ZHA | 008486 | 03/28/2025 | 1 | 3671.79 | 03/28/2025 | Book |