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Forecasting portfolio variance: a new decomposition approach.

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Bibliographic Details
Title: Forecasting portfolio variance: a new decomposition approach.
Authors: Yu, Bo1, Zhang, Dayong1, zhangdayong@gmail.com, Ji, Qiang2
Source: Annals of Operations Research; May2025, Vol. 348 Issue 1, p543-578, 36p
Database: Applied Science & Technology Source
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Description
ISSN:02545330
DOI:10.1007/s10479-023-05546-5