"Comparison between mean-variance and monotone mean-variance preferences in ..."

Yuchen Li, Zongxia Liang, Shunzhi Pang (2025)

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DOI: 10.1016/J.ORL.2025.107298

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type: Journal Article

metadata version: 2025-07-16

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Yuchen Li, Zongxia Liang, Shunzhi Pang:
Comparison between mean-variance and monotone mean-variance preferences in general markets: A new perspective. Oper. Res. Lett. 61: 107298 (2025)

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