Pages that link to "Item:Q2267523"
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The following pages link to Strategic behavior in financial markets (Q2267523):
Displaying 14 items.
- On the strategic behavior of large investors: a mean-variance portfolio approach (Q323400) (← links)
- A game theoretical approach to the international debt overhang (Q685033) (← links)
- Some dynamics of a strategic market game with a large number of agents (Q1342524) (← links)
- A strategic market game with active bankruptcy (Q1590380) (← links)
- Financial markets can be at sub-optimal equilibria (Q1610296) (← links)
- Strategic market games with a finite horizon and incomplete markets (Q1880193) (← links)
- Arbitrage, strategic inefficiency and self-regulation (Q1944866) (← links)
- Strategic effects between price-takers and non-price-takers (Q2098937) (← links)
- Competing in several areas simultaneously: the case of strategic asset markets (Q2344979) (← links)
- Endogenizing the provision of money: costs of commodity and fiat monies in relation to the value of trade (Q2427852) (← links)
- Nash equilibria for relative investors via no-arbitrage arguments (Q2699026) (← links)
- Strategic behavior in multiple-period financial markets (Q2906490) (← links)
- How Profitable Are Strategic Behaviors in a Market? (Q3092221) (← links)
- (Q4498393) (← links)