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Strictly monotone mean-variance preferences with applications to portfolio selection

Fuente: arXiv

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Bibliographic Details
Main Authors:	Wang, Yike, Chen, Yusha, Liu, Jingzhen, Cui, Zhenyu
Format:	Preprint
Published:	2024
Subjects:	Mathematical Finance Primary: 91G10, 49N10, Secondary: 91B05, 49N90
Online Access:	Acceder al recurso
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