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20142023
most citedMean-Variance Investment and Risk Control Strategies -- A Time-Consistent Approach via A Forward Auxiliary Process

5 citations · 17 across the 13 of their papers we have counts for

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q-fin.PM2022

Cone-constrained Monotone Mean-Variance Portfolio Selection Under Diffusion Models

Yang Shen, Bin Zou

We consider monotone mean-variance (MMV) portfolio selection problems with a conic convex constraint under diffusion models, and their counterpart problems under mean-variance (MV)…