A Dynamic Mean-Variance Analysis for Log Returns

• Min Dai

  Min Dai

  [email protected]

  Department of Mathematics, Risk Management Institute, and Suzhou Research Institute, National University of Singapore, Singapore 119076;

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• Hanqing Jin

  Corresponding Author

  Hanqing Jin

  [email protected]

  Oxford-Nie Financial Big Data Laboratory, Mathematical Institute, University of Oxford, Oxford OX2 6GG, United Kingdom;

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  ,
• Steven Kou

  Corresponding Author

  Steven Kou

  [email protected]

  https://orcid.org/0000-0003-4457-8384

  Department of Finance, Questrom School of Business, Boston University, Boston, Massachusetts 02215;

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• Yuhong Xu

  Corresponding Author

  Yuhong Xu

  [email protected]

  Center for Financial Engineering, Math Center for Interdiscipline Research, and School of Mathematical Sciences, Soochow University, Suzhou 215006, P.R. China

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