"A note on monotone mean-variance preferences for continuous processes."

Moris S. Strub, Duan Li (2020)

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DOI: 10.1016/J.ORL.2020.05.003

access: closed

type: Journal Article

metadata version: 2020-10-26

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Moris S. Strub, Duan Li:
A note on monotone mean-variance preferences for continuous processes. Oper. Res. Lett. 48(4): 397-400 (2020)

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