The following pages link to Mean field portfolio games (Q2111248):
Displaying 18 items.
- Mean field games for stochastic growth with relative utility (Q520355) (← links)
- Relative performance concerns among investment managers (Q2000688) (← links)
- Many-player games of optimal consumption and investment under relative performance criteria (Q2175463) (← links)
- Teamwise mean field competitions (Q2238981) (← links)
- Mean field portfolio games with consumption (Q2690072) (← links)
- Nash equilibria for relative investors via no-arbitrage arguments (Q2699026) (← links)
- Tournament-induced risk-shifting: a mean field games approach (Q2877539) (← links)
- Portfolio decisions as games (Q3835248) (← links)
- N-Player and Mean-Field Games in Itˆo-Diffusion Markets with Competitive or Homophilous Interaction (Q5050086) (← links)
- Mean field and <i>n</i>‐agent games for optimal investment under relative performance criteria (Q5204849) (← links)
- Mean-Field Game Strategies for Optimal Execution (Q5382635) (← links)
- EFFORT EXPENDITURE FOR CASH FLOW IN A MEAN-FIELD EQUILIBRIUM (Q5384678) (← links)
- Gaming Performance Fees By Portfolio Managers (Q5392673) (← links)
- A mean field game approach to optimal investment and risk control for competitive insurers (Q6543157) (← links)
- Nash equilibria for relative investors with (non)linear price impact (Q6594799) (← links)
- A mean field game approach to equilibrium consumption under external habit formation (Q6635671) (← 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)
