@article{dynamicfactormodelbasedmultiperiodmean,
  title = {Dynamic Factor Model-Based Multiperiod Mean-Variance Portfolio Selection with Portfolio Constraints},
  author = {Jianjun Gao and Chengneng Jin and Yun Shi and Xiangyu Cui},
  year = {2025},
  eprint = {2502.17915},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2502.17915v1},
}