# MEAN‐VARIANCE POLICY FOR DISCRETE‐TIME CONE‐CONSTRAINED MARKETS: TIME CONSISTENCY IN EFFICIENCY AND THE MINIMUM‐VARIANCE SIGNED SUPERMARTINGALE MEASURE

> Research article (Mathematical Finance, 2015) · cited 56× · AI/ML

**Wikidata**: [openalex:W2139460490](https://www.wikidata.org/wiki/openalex:W2139460490)  
**Source**: https://4ort.xyz/entity/meanvariance-policy-for-discretetime-coneconstrained-markets-time-consistency-in-efficiency-and-the-minimumvariance-sign