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20122026
most citedMean-variance hedging via stochastic control and BSDEs for general semimartingales

39 citations · 39 across the 3 of their papers we have counts for

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q-fin.MF2026

Cash-invariant hull representation of divergence preferences

Aleš Černý, Johannes Ruf, Martin Schweizer

Uniformly weighted divergence preferences (UWDP) introduced in Maccheroni et al. (2006) are an important class of risk-averse preferences that contain as a special case the monoton…