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Publication:2917049
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zbMATH Open1265.91149MaRDI QIDQ2917049

Zhiping Chen, Yuna Chen, Yan Ping Wang

Publication date: 5 October 2012



Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


zbMATH Keywords

factor modelfactor loadingmean-variance modelsmultiperiod portfolio


Mathematics Subject Classification ID

Portfolio theory (91G10)



Related Items (3)

Synergy frontier of multi-factor stock selection model ⋮ A class of multi-period semi-variance portfolio selection with a four-factor futures price model ⋮ Regularized factor portfolio for cross-sectional multifactor models






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