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20202025
most citedComparison Between Mean-Variance and Monotone Mean-Variance Preferences Under Jump Diffusion and Stochastic Factor Model

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

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math.OC2025

Mean-Field Game of Relative Performance Portfolio for Two Populations with Poisson Common Noise

Yuchen Li, Zongxia Liang, Xiang Yu

This paper studies the mean field game (MFG) and N-player game on relative performance portfolio management with two heterogeneous populations. In addition to the Brownian idiosync…