Relative performance concerns among investment managers

DOI10.1007/s10436-019-00343-2zbMath1417.91485OpenAlexW2911713863WikidataQ128427995 ScholiaQ128427995MaRDI QIDQ2000688

Mark Whitmeyer

Publication date: 28 June 2019

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-019-00343-2

zbMATH Keywords

portfolio choicebehavioral financecontinuous-time financerelative concerns

Mathematics Subject Classification ID

(n)-person games, (n>2) (91A06) Utility theory (91B16) Portfolio theory (91G10)

Related Items (4)

N-Player and Mean-Field Games in Itˆo-Diffusion Markets with Competitive or Homophilous Interaction ⋮ Submission costs in risk-taking contests ⋮ Nash equilibria for relative investors via no-arbitrage arguments ⋮ Unnamed Item

Cites Work

• Optimum consumption and portfolio rules in a continuous-time model
• Preference and belief: ambibiguity and competence in choice under uncertainty
• Book Review: Embeddings in manifolds
• Equity Portfolio Diversification*
• Information Acquisition and Under-Diversification
• Stochastic differential portfolio games
• Mean field and n‐agent games for optimal investment under relative performance criteria
• OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS

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