Dynamic prediction of portfolio riskiness in financial markets based on multi-factor quantitative models
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20 jun 2024
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Publicado en línea: 20 jun 2024
Recibido: 08 abr 2022
Aceptado: 20 sept 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