Short Communication: Cone-Constrained Monotone Mean-Variance Portfolio Selection under Diffusion Models.

Yang Shen Bin Zou

Published in: SIAM J. Financial Math. (2022)

Keyphrases

portfolio selection
diffusion models
diffusion model
portfolio optimization
information diffusion
portfolio management
multiple objectives
financial markets
social networks
robust optimization
upper bound
communication networks
influence maximization
greedy algorithm