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. |
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| 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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