Li, Y., Liang, Z., & Pang, S. (2024). Monotone Mean-Variance Portfolio Selection in Semimartingale Markets: Martingale Method.
Chicago Style (17th ed.) CitationLi, Yuchen, Zongxia Liang, and Shunzhi Pang. Monotone Mean-Variance Portfolio Selection in Semimartingale Markets: Martingale Method. 2024.
MLA (9th ed.) CitationLi, Yuchen, et al. Monotone Mean-Variance Portfolio Selection in Semimartingale Markets: Martingale Method. 2024.
Warning: These citations may not always be 100% accurate.