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Forecasting portfolio variance: a new decomposition approach

Crossref DOI link: https://doi.org/10.1007/s10479-023-05546-5

Published Online: 2023-08-21

Published Print: 2025-05

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Yu, Bo

Zhang, Dayong https://orcid.org/0000-0001-8722-176X
Ji, Qiang
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (71974159, 72022020, 71974181)
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Text and Data Mining valid from 2023-08-21

Version of Record valid from 2023-08-21
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Article History

Received: 3 October 2022

Accepted: 8 August 2023

First Online: 21 August 2023