"Short Communication: Cone-Constrained Monotone Mean-Variance Portfolio ..."

Yang Shen, Bin Zou (2022)

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DOI: 10.1137/22M1487527

access: closed

type: Journal Article

metadata version: 2022-11-13

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

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