Pages that link to "Item:Q5247420"
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The following pages link to OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS (Q5247420):
Displaying 34 items.
- Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players (Q5097219) (← links)
- (Q5176629) (← links)
- Equilibrium Pricing Under Relative Performance Concerns (Q5280244) (← links)
- STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE (Q5745199) (← links)
- On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications (Q6115252) (← links)
- (Q6121721) (← links)
- A hybrid reinsurance-investment game with delay and asymmetric information (Q6126033) (← links)
- Existence of an equilibrium with limited participation (Q6130332) (← links)
- Optimal investment in a large population of competitive and heterogeneous agents (Q6130337) (← links)
- A class of optimal control problems of forward-backward systems with input constraint (Q6145055) (← links)
- Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks (Q6152708) (← links)
- A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability (Q6165241) (← links)
- Nonlocality, nonlinearity, and time inconsistency in stochastic differential games (Q6178394) (← links)
- Non-zero-sum stochastic differential games for asset-liability management with stochastic inflation and stochastic volatility (Q6541020) (← links)
- Relative wealth concerns with partial information and heterogeneous priors (Q6542562) (← links)
- A mean field game approach to optimal investment and risk control for competitive insurers (Q6543157) (← links)
- A two-layer stochastic differential investment and reinsurance game with default risk under the bi-fractional Brownian motion environment (Q6551480) (← links)
- Robust equilibrium investment-reinsurance strategy for <i>n</i> competitive insurers with square-root factor process (Q6571758) (← links)
- Robust asset-liability management games for \(n\) players under multivariate stochastic covariance models (Q6573815) (← links)
- Optimal reinsurance and investment problems to minimize the probability of drawdown (Q6574089) (← links)
- A class of mean-field games with optimal stopping and its applications (Q6583234) (← links)
- Optimal portfolio with relative performance and partial information: a mean-field game approach (Q6583300) (← links)
- A maximum principle for progressive optimal control of mean-field forward-backward stochastic system involving random jumps and impulse controls (Q6583304) (← links)
- Mean field and \(n\)-player games in Ito-diffusion markets under forward performance criteria (Q6586868) (← links)
- Nash equilibria for relative investors with (non)linear price impact (Q6594799) (← links)
- Partially observed mean-field game and related mean-field forward-backward stochastic differential equation (Q6611106) (← links)
- Mean field games with unbounded controlled common noise in portfolio management with relative performance criteria (Q6631638) (← links)
- Peer effect and dynamic ALM games among insurers (Q6631639) (← links)
- A mean field game approach to equilibrium consumption under external habit formation (Q6635671) (← links)
- Viscosity solutions for mean field optimal switching with a two-time-scale Markov chain (Q6636455) (← links)
- Time-consistent strategies between two competitive DC pension plans with the return of premiums clauses and salary risk (Q6641301) (← links)
- Time-inconsistent mean field and \(n\)-agent games under relative performance criteria (Q6648328) (← links)
- A mean field game approach to relative investment-consumption games with habit formation (Q6655908) (← links)
- Optimal reinsurance strategy with mean-variance premium principle and relative performance concern (Q6667345) (← links)
