Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players (Q5097219)
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scientific article; zbMATH DE number 7574019
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players |
scientific article; zbMATH DE number 7574019 |
Statements
Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players (English)
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22 August 2022
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optimal investment and consumption
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forward performance criteria
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mean field games
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relative performance
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common noise Merton problem
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elasticity of intertemporal substitution
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