Tail Risk and Robust Portfolio Decisions

• Xing Jin

  Corresponding Author

  Xing Jin

  [email protected]

  https://orcid.org/0000-0001-8651-0930

  aDepartment of Mathematical Finance, Tianjin University of Finance and Economics, Tianjin 300222, China;

  Search for more papers by this author

  ,
• Dan Luo

  Corresponding Author

  Dan Luo

  [email protected]

  https://orcid.org/0000-0001-9009-5215

  bSchool of Finance, Shanghai University of Finance and Economics, Shanghai 200433, China;cShanghai Key Laboratory of Financial Information Technology, Shanghai 200433, China;

  Search for more papers by this author

  ,
• Xudong Zeng

  Corresponding Author

  Xudong Zeng

  [email protected]

  https://orcid.org/0000-0002-5079-8378

  bSchool of Finance, Shanghai University of Finance and Economics, Shanghai 200433, China;dInstitute of Scientific Computation and Financial Data Analysis, Shanghai University of Finance and Economics, Shanghai 200433, China

  Search for more papers by this author