Research paper / RESOURCE PROFILE

Dynamically optimal portfolios for monotone mean–variance preferences

Publication: Dynamically optimal portfolios for monotone mean--variance preferences. Published Mar 11, 2025.

Research & Papers
arxiv.orgPublished Mar 11, 2025
Visit source website ↗

Overview

Publication: Dynamically optimal portfolios for monotone mean--variance preferences. Published Mar 11, 2025.

Publication information

Publication title
Dynamically optimal portfolios for monotone mean--variance preferences
Authors
Aleš Černý, Johannes Ruf, Martin Schweizer
Published
Mar 11, 2025
Last publication revision
Mar 6, 2026
Venue / journal
Mathematics of Operations Research, 2026
Subject areas
q-fin.PM, math.OC
DOI
10.1287/moor.2025.1136 ↗
Publication source
arxiv.org · abs/2503.08272v3 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2503.08272 ↗

Discovery references

References explain how this resource entered the collection. They do not represent an endorsement.

Explore related resources

Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
RepositoryChecked capture

DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
Research & Papers Explore →
96 Authority 96 / 100 Cited by 2 resources in this directory 2 discovery sources Directory record updated: 2026-10-11 How scoring works →

Sign In

Don't have an account yet? Register

Forgot password?

Register

Reset Password

Please enter your username or email address, you will receive a link to create a new password via email.