@article{adjustfactorwithvolatilitymodelusing,
  title = {Adjust factor with volatility model using MAXFLAT low-pass filter and construct portfolio in China A share market},
  author = {Ke Zhang},
  year = {2023},
  eprint = {2304.04676},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2304.04676v2},
}