【作者(必填)】Bianchi S W, Goldberg L R, Rosenberg A.

【文题(必填)】The Impact of Estimation Error on Latent Factor Model Forecasts of Portfolio Risk

【年份(必填)】2017

【全文链接或数据库名称(选填)】The Journal of Portfolio Management, 2017, 43(5): 147-156.http://www.iijournals.com/doi/abs/10.3905/jpm.2017.43.5.147