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1. Nash equilibria for relative investors via no-arbitrage arguments. (2023). Goll, Tamara ; Bauerle, Nicole.
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2. Portfolio selection with exploration of new investment assets. (2023). Strub, Moris S ; Sornette, Didier ; de Gennaro, Luca.
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3. Optimal Reinsurance-Investment Strategy for a Monotone Mean-Variance Insurer in the Cram\er-Lundberg Model. (2022). Pang, Shunzhi ; Liang, Zongxia.
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4. Cone-constrained Monotone Mean-Variance Portfolio Selection Under Diffusion Models. (2022). Zou, Bin ; Shen, Yang.
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5. Semimartingale theory of monotone mean–variance portfolio allocation. (2020). Černý, Aleš.
   In: Mathematical Finance.
   RePEc:bla:mathfi:v:30:y:2020:i:3:p:1168-1178.

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6. Mean-variance-utility portfolio selection with time and state dependent risk aversion. (2020). He, Xin-Jiang ; Yang, Ben-Zhang ; Zhu, Song-Ping.
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7. Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case. (2019). Zawisza, Dariusz ; Trybua, Jakub.
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   RePEc:inm:ormoor:v:44:y:2019:i:3:p:966-987.

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8. A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans. (2019). Forsyth, Peter A ; Li, Yuying.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:86:y:2019:i:c:p:189-204.

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9. Semimartingale theory of monotone mean--variance portfolio allocation. (2019). Vcern, Alevs.
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10. $\epsilon$-Monotone Fourier Methods for Optimal Stochastic Control in Finance. (2018). Labahn, George ; Forsyth, Peter A.
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11. OPTIMAL TRADING STRATEGIES WITH LIMIT ORDERS. (2017). Agliardi, Rossella ; Genay, Ramazan.
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12. Dynamic mean variance asset allocation: Tests for robustness. (2017). Forsyth, Peter A ; Vetzal, Kenneth R.
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13. Portfolio choice with stochastic interest rates and learning about stock return predictability. (2016). Escobar Anel, Marcos ; Rubtsov, Alexey ; Ferrando, Sebastian.
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14. Better than pre-commitment mean-variance portfolio allocation strategies: A semi-self-financing Hamilton–Jacobi–Bellman equation approach. (2016). Forsyth, P A ; Dang, D M.
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15. Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time. (2016). Xiong, Yan ; Li, Duan ; Gao, Jianjun .
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16. Time-consistent reinsurance and investment strategies for mean–variance insurer under partial information. (2015). Liang, Zongxia ; Song, Min.
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17. Time-consistent investment strategy under partial information. (2015). Li, Yongwu ; Zhang, Ling ; Wang, Shouyang ; Qiao, Han.
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18. Equilibrium investment strategy for defined-contribution pension schemes with generalized mean–variance criterion and mortality risk. (2015). Wu, Huiling ; Zeng, Yan.
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19. Nash equilibrium strategies for a defined contribution pension management. (2015). Wu, Huiling ; Chen, Hua ; Zhang, Ling.
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20. Mean–variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns. (2015). Guan, Guohui ; Liang, Zongxia .
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21. On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability. (2015). Parolya, Nestor ; Bodnar, Taras ; Schmid, Wolfgang.
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22. Nash equilibrium strategy for a multi-period mean–variance portfolio selection problem with regime switching. (2015). Chen, Hua ; Wu, Huiling.
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23. Discrete-time behavioral portfolio selection under cumulative prospect theory. (2015). Cui, Xiangyu ; Li, Duan ; Shi, Yun.
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24. Optimal Portfolio Liquidation and Dynamic Mean-variance Criterion. (2015). Gu, Jia-Wen ; Steffensen, Mogens.
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25. Time-Inconsistent Stochastic Linear--Quadratic Control: Characterization and Uniqueness of Equilibrium. (2015). Jin, Hanqing ; Hu, Ying ; Zhou, Xun Yu ; Xun Yu Zhou, .
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26. Time Consistent Behavior Portfolio Policy for Dynamic Mean-Variance Formulation. (2015). Li, Duan ; Shi, Yun ; Cui, Xiangyu.
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27. A theory of Markovian time-inconsistent stochastic control in discrete time. (2014). Bjork, Tomas ; Murgoci, Agatha .
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28. Market Structure and the Cost of. (2014). Sova, Anamaria ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, ; Rault, Christophe.
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29. Time-consistent mean–variance hedging of longevity risk: Effect of cointegration. (2014). Wong, Hoi Ying ; Chiu, Mei Choi.
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30. Investment strategies and compensation of a mean–variance optimizing fund manager. (2014). Aivaliotis, Georgios ; Palczewski, Jan.
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31. Mean–variance optimal portfolios in the presence of a benchmark with applications to fraud detection. (2014). Vanduffel, Steven ; Bernard, C..
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32. Multi-period Markowitzs mean–variance portfolio selection with state-dependent exit probability. (2014). Yao, Haixiang ; Zeng, Yan ; Wu, Huiling.
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33. Continuous time portfolio choice under monotone preferences with quadratic penalty - stochastic factor case. (2014). Zawisza, Dariusz ; Trybula, Jakub .
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34. Mean-Variance Policy for Discrete-time Cone Constrained Markets: The Consistency in Efficiency and Minimum-Variance Signed Supermartingale Measure. (2014). Li, Duan ; Cui, Xiangyu.
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35. Time-Inconsistent Mean-Utility Portfolio Selection with Moving Target. (2014). Jin, Hanqing ; Yang, Yimin .
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36. A Closed-Form Solution of the Multi-Period Portfolio Choice Problem for a Quadratic Utility Function. (2014). Parolya, Nestor ; Schmid, Wolfgang ; Bodnar, Taras.
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37. Time-consistent mean-variance portfolio selection in discrete and continuous time. (2013). Czichowsky, Christoph.
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38. Market Structure and the Cost of Capital. (2013). Sova, Anamaria ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, ; Rault, Christophe.
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39. Optimal Deterministic Investment Strategies for Insurers. (2013). Rieder, Ulrich ; Bauerle, Nicole.
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40. Optimal time-consistent investment and reinsurance strategies for mean–variance insurers with state dependent risk aversion. (2013). Li, Yongwu.
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41. Markowitz’s mean–variance asset–liability management with regime switching: A time-consistent approach. (2013). Wei, J. ; Yam, S. C. P., ; Yung, S. P. ; Wong, K. C..
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42. Time-consistent investment and reinsurance strategies for mean–variance insurers with jumps. (2013). Zeng, Yan ; Li, Zhongfei ; Lai, Yongzeng.
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43. A dynamic programming approach to constrained portfolios. (2013). Kraft, Holger ; Steffensen, Mogens.
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44. Market structure and the cost of capital. (2013). Sova, Anamaria ; Teulon, Frederic ; El Hedi Arouri, Mohamed, ; Rault, Christophe.
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45. Time consistent vs. time inconsistent dynamic asset allocation: Some utility cost calculations for mean variance preferences. (2013). lioui, abraham.
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46. Options and structured products in behavioral portfolios. (2013). Das, Sanjiv ; Statman, Meir .
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47. Market Structure and the Cost of Capital. (2013). Sova, Anamaria ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
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48. A dynamic programming approach to constrained portfolios. (2012). Kraft, Holger ; Steffensen, Mogens.
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49. Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model. (2012). Zeng, Yan ; Li, Zhongfei ; Lai, Yongzeng.
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50. Optimal trade execution: A mean quadratic variation approach. (2012). Windcliff, H. ; Tse, S. T. ; Forsyth, P. A. ; Kennedy, J. S..
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51. On the Exact Solution of the Multi-Period Portfolio Choice Problem for an Exponential Utility under Return Predictability. (2012). Parolya, Nestor ; Schmid, Wolfgang ; Bodnar, Taras.
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52. Time-Consistent Mean-Variance Portfolio Selection in Discrete and Continuous Time. (2012). Czichowsky, Christoph.
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53. Understanding portfolio efficiency with conditioning information. (2011). Peñaranda, Francisco ; Pearanda, Francisco .
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54. Self-Fulfilling Risk Panics. (2011). Tille, Cédric ; Bacchetta, Philippe ; van Wincoop, Eric.
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55. Optimal time-consistent investment and reinsurance policies for mean-variance insurers. (2011). Zeng, Yan ; Li, Zhongfei.
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56. Continuous time mean variance asset allocation: A time-consistent strategy. (2011). Wang, J. ; Forsyth, P. A..
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57. Time-Inconsistent Stochastic Linear--Quadratic Control. (2011). Jin, Hanqing ; Hu, Ying ; Zhou, Xun Yu ; Xun Yu Zhou, .
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58. Portfolio Analysis and Equilibrium Asset Pricing with Heterogeneous Beliefs. (2010). Shi, Lei.
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59. Hedging price risk when payment dates are uncertain. (2009). Korn, Olaf .
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60. Continuous-Time Markowitzs Model with Transaction Costs. (2009). Dai, Min ; Xu, Zuo Quan ; Zhou, Xun Yu ; Xun Yu Zhou, .
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