Nash equilibria for relative investors with (non)linear price impact (Q6594799)
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scientific article; zbMATH DE number 7903124
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nash equilibria for relative investors with (non)linear price impact |
scientific article; zbMATH DE number 7903124 |
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Nash equilibria for relative investors with (non)linear price impact (English)
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28 August 2024
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portfolio optimization
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price impact
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Nash equilibrium
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relative investor
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