Work

The performance of excess volatility strategy under tail risk controls

Year: 2025

Type: article

Source: International Journal of Financial Engineering

DOI: 10.1142/s2424786325500203

Authors: Dongfeng Chang, Wei Li, Xin Wang, Xinxin Zhao

Institutions: Shandong University, Beihang University, Chinese University of Hong Kong

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4415739152

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Cites: 40

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