@article{semimartingaletheoryofmonotonemean,
  title = {Semimartingale theory of monotone mean--variance portfolio allocation},
  author = {Aleš Černý},
  year = {2019},
  eprint = {1903.06912},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1903.06912v4},
}