"Tail Risk and Robust Portfolio Decisions."

Xing Jin, Dan Luo, Xudong Zeng (2021)

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DOI: 10.1287/MNSC.2020.3615

access: closed

type: Journal Article

metadata version: 2021-06-01

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Xing Jin, Dan Luo, Xudong Zeng:
Tail Risk and Robust Portfolio Decisions. Manag. Sci. 67(5): 3254-3275 (2021)

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