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Comparison Between Mean-Variance and Monotone Mean-Variance Preferences Under Jump Diffusion and Stochastic Factor Model.

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Title: Comparison Between Mean-Variance and Monotone Mean-Variance Preferences Under Jump Diffusion and Stochastic Factor Model.
Authors: Li, Yuchen1 (AUTHOR) li-yc21@mails.tsinghua.edu.cn, Liang, Zongxia1 (AUTHOR) liangzongxia@tsinghua.edu.cn, Pang, Shunzhi2 (AUTHOR) psz22@mails.tsinghua.edu.cn
Source: Mathematics of Operations Research (INFORMS). Aug2025, Vol. 50 Issue 3, p2405-2432. 28p.
Database: Business Source Ultimate
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  Data: Comparison Between Mean-Variance and Monotone Mean-Variance Preferences Under Jump Diffusion and Stochastic Factor Model.
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  Data: <searchLink fieldCode="AR" term="%22Li%2C+Yuchen%22">Li, Yuchen</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> li-yc21@mails.tsinghua.edu.cn</i><br /><searchLink fieldCode="AR" term="%22Liang%2C+Zongxia%22">Liang, Zongxia</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> liangzongxia@tsinghua.edu.cn</i><br /><searchLink fieldCode="AR" term="%22Pang%2C+Shunzhi%22">Pang, Shunzhi</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> psz22@mails.tsinghua.edu.cn</i>
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  Data: <searchLink fieldCode="JN" term="%22Mathematics+of+Operations+Research+%28INFORMS%29%22">Mathematics of Operations Research (INFORMS)</searchLink>. Aug2025, Vol. 50 Issue 3, p2405-2432. 28p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=187697198
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1287/moor.2022.0331
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      – Code: eng
        Text: English
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        PageCount: 28
        StartPage: 2405
    Titles:
      – TitleFull: Comparison Between Mean-Variance and Monotone Mean-Variance Preferences Under Jump Diffusion and Stochastic Factor Model.
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            NameFull: Li, Yuchen
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            NameFull: Liang, Zongxia
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            NameFull: Pang, Shunzhi
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            – D: 01
              M: 08
              Text: Aug2025
              Type: published
              Y: 2025
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              Value: 50
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            – TitleFull: Mathematics of Operations Research (INFORMS)
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