Nash equilibria for relative investors via no-arbitrage arguments (Q2699026)

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scientific article; zbMATH DE number 7678820
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Nash equilibria for relative investors via no-arbitrage arguments
scientific article; zbMATH DE number 7678820

    Statements

    Nash equilibria for relative investors via no-arbitrage arguments (English)
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    26 April 2023
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    portfolio optimization
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    semimartingale market
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    Nash equilibrium
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    relative investor
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