Short Communication: Cone-Constrained Monotone Mean-Variance Portfolio Selection under Diffusion Models

Yang Shen, Bin Zou 0005. Short Communication: Cone-Constrained Monotone Mean-Variance Portfolio Selection under Diffusion Models. SIAM J. Financial Math., 13(4):99, 2022. [doi]

Authors

Yang Shen

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Bin Zou 0005

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