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Constrained monotone mean-variance problem with random coefficients. (2022). Xu, Zuo Quan ; Shi, Xiaomin ; Hu, Ying.
In: Papers.
RePEc:arx:papers:2212.14188.

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  8. Shen Y, Zou B. Cone-constrained monotone mean-variance portfolio selection under diffusion models. SIAM J. Financial Math., 2022, 13(4):SC99-SC112.

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  10. Trybula J, Zawisza D. Continuous-time portfolio choice under monotone mean-variance preferences-stochastic factor case. Math. Oper. Res., 2019, 44(3): 966-987.

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  4. Constrained monotone mean-variance problem with random coefficients. (2022). Xu, Zuo Quan ; Shi, Xiaomin ; Hu, Ying.
    In: Papers.
    RePEc:arx:papers:2212.14188.

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  5. 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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  6. Diversification Quotients: Quantifying Diversification via Risk Measures. (2022). Wang, Ruodu ; Lin, Liyuan ; Han, Xia.
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  7. Cone-constrained Monotone Mean-Variance Portfolio Selection Under Diffusion Models. (2022). Zou, Bin ; Shen, Yang.
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  17. Semimartingale theory of monotone mean--variance portfolio allocation. (2019). Vcern, Alevs.
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