"Improving estimation of portfolio risk using new statistical factors."

Xialu Liu et al. (2025)

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DOI: 10.1007/S10479-024-06307-8

access: closed

type: Journal Article

metadata version: 2025-05-01

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Xialu Liu, John B. Guerard Jr., Rong Chen, Ruey S. Tsay:
Improving estimation of portfolio risk using new statistical factors. Ann. Oper. Res. 346(1): 245-261 (2025)

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