Dynamic prediction of portfolio riskiness in financial markets based on multi-factor quantitative models
oraz
20 cze 2024
O artykule
Data publikacji: 20 cze 2024
Otrzymano: 08 kwi 2022
Przyjęty: 20 wrz 2022
DOI: https://doi.org/10.2478/amns-2024-1825
Słowa kluczowe
© 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