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Applied Mathematics and Nonlinear Sciences
Volume 9 (2024): Issue 1 (January 2024)
Open Access
Dynamic prediction of portfolio riskiness in financial markets based on multi-factor quantitative models
Wei Zhang
Wei Zhang
School of Statistics and Management, Shanghai University of Finance and Economics
Shanghai, China
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Zhang, Wei
and
Hao Dong
Hao Dong
Sejong University, Department of Economics
Seoul, South Korea
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Dong, Hao
Jun 20, 2024
Applied Mathematics and Nonlinear Sciences
Volume 9 (2024): Issue 1 (January 2024)
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Published Online:
Jun 20, 2024
Received:
Apr 08, 2022
Accepted:
Sep 20, 2022
DOI:
https://doi.org/10.2478/amns-2024-1825
Keywords
Multi-factor quantitative models
,
Financial markets
,
Portfolios
,
Granger causality
,
Riskiness dynamic forecasting
© 2024 Wei Zhang et al., published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.
