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Forecasting portfolio variance: a new decomposition approach.

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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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Header DbId: aci
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An: 185070456
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PubType: Academic Journal
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  Data: Forecasting portfolio variance: a new decomposition approach.
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      – Type: doi
        Value: 10.1007/s10479-023-05546-5
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      – Code: eng
        Text: English
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        PageCount: 36
        StartPage: 543
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      – TitleFull: Forecasting portfolio variance: a new decomposition approach.
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            NameFull: Yu, Bo
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            NameFull: Zhang, Dayong
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            – D: 01
              M: 05
              Text: May2025
              Type: published
              Y: 2025
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