Dynamic prediction of portfolio riskiness in financial markets based on multi-factor quantitative models
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20. Juni 2024
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Online veröffentlicht: 20. Juni 2024
Eingereicht: 08. Apr. 2022
Akzeptiert: 20. Sept. 2022
DOI: https://doi.org/10.2478/amns-2024-1825
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© 2024 Wei Zhang et al., published by Sciendo
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Zhang, Wei
School of Statistics and Management, Shanghai University of Finance and EconomicsShanghai, China
Dong, Hao
Sejong University, Department of EconomicsSeoul, South Korea