Nash equilibria for relative investors with (non)linear price impact (Q6594799)

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scientific article; zbMATH DE number 7903124
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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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