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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 EconomicsShanghai, China
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Zhang, Wei
 and 
Hao Dong

Hao Dong

Sejong University, Department of EconomicsSeoul, South Korea
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Dong, Hao
  
Jun 20, 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
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© 2024 Wei Zhang et al., published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.
Zhang, Wei
School of Statistics and Management, Shanghai University of Finance and EconomicsShanghai, China
Dong, Hao
Sejong University, Department of EconomicsSeoul, South Korea
Language:
English
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1 times per year
Journal Subjects:
Life Sciences, Life Sciences, other, Mathematics, Applied Mathematics, General Mathematics, Physics, Physics, other
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