An IPCA-based latent factor model for mutual fund performance

Yetong ZHOU, Wei ZHOU, Xujun LIU, Jinqiang YANG, Jiangyuan LI

Systems Engineering - Theory & Practice ›› 2026, Vol. 46 ›› Issue (9) : 3893-3911.

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Systems Engineering - Theory & Practice ›› 2026, Vol. 46 ›› Issue (9) : 3893-3911. DOI: 10.12011/SETP2024-2890

An IPCA-based latent factor model for mutual fund performance

  • Yetong ZHOU1(), Wei ZHOU1(), Xujun LIU1(), Jinqiang YANG1,2(), Jiangyuan LI1,3,*()
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2026, 46(9): 3893-3911 https://doi.org/10.12011/SETP2024-2890

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