@article{portfoliooptimizationonthedispersionrisk,
  title = {Portfolio Optimization on the Dispersion Risk and the Asymmetric Tail Risk},
  author = {Young Shin Kim},
  year = {2020},
  eprint = {2007.13972},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2007.13972v5},
}