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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.OC2024

Monotone Mean-Variance Portfolio Selection in Semimartingale Markets: Martingale Method

Yuchen Li, Zongxia Liang, Shunzhi Pang

We use the martingale method to discuss the relationship between mean-variance (MV) and monotone mean-variance (MMV) portfolio selections. We propose a unified framework to discuss…