@article{improvingestimationofportfolioriskusing,
  title = {Improving Estimation of Portfolio Risk Using New Statistical Factors},
  author = {Xialu Liu and John Guerard and Rong Chen and Ruey Tsay},
  year = {2024},
  eprint = {2409.17182},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2409.17182v1},
}