Pages that link to "Item:Q5280244"
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The following pages link to Equilibrium Pricing Under Relative Performance Concerns (Q5280244):
Displaying 14 items.
- A stability approach for solving multidimensional quadratic BSDEs (Q1721997) (← links)
- Multidimensional Markovian FBSDEs with super-quadratic growth (Q1730937) (← links)
- On securitization, market completion and equilibrium risk transfer (Q1932526) (← links)
- A financial market with interacting investors: does an equilibrium exist? (Q1932546) (← links)
- Relative performance concerns among investment managers (Q2000688) (← links)
- Many-player games of optimal consumption and investment under relative performance criteria (Q2175463) (← links)
- Value-based performance and its decomposition into direct price and quantity effects (Q2673579) (← links)
- Competition in Fund Management and Forward Relative Performance Criteria (Q5045200) (← links)
- Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players (Q5097219) (← links)
- Fund managers' competition for investment flows based on relative performance (Q6051175) (← links)
- On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications (Q6115252) (← 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 mean field game approach to relative investment-consumption games with habit formation (Q6655908) (← links)