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The $$\alpha$$-Tail Distance with an Application to Portfolio Optimization Under Different Market Conditions

Published Online: 2020-06-09

Published Print: 2021-12

Authors

Yang, Han

Wang, Ming-hui

Huang, Nan-jing
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (11471230, 11671282)
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Text and Data Mining valid from 2020-06-09

Version of Record valid from 2020-06-09
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Article History

Accepted: 14 May 2020

First Online: 9 June 2020

Document is current