Comparison Between Mean-Variance and Monotone Mean-Variance Preferences Under Jump Diffusion and Stochastic Factor Model. - Yuchen Li; Zongxia Liang; Shunzhi Pang (Math. Oper. Res., 2025)

Comparison between mean-variance and monotone mean-variance preferences in general markets: A new perspective. - Yuchen Li; Zongxia Liang; Shunzhi Pang (Oper. Res. Lett., 2025)