Strategic behavior in financial markets

DOI10.1016/j.jmateco.2009.09.004zbMath1200.91307OpenAlexW2034083276MaRDI QIDQ2267523

Yakar Kannai, Joachim Rosenmüller

Publication date: 1 March 2010

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://pub.uni-bielefeld.de/record/1878875

zbMATH Keywords

Nash equilibriainterest ratesbankruptcystrategic market games

Mathematics Subject Classification ID

Noncooperative games (91A10) Applications of game theory (91A80) Microeconomic theory (price theory and economic markets) (91B24) Financial applications of other theories (91G80) Special types of economic markets (including Cournot, Bertrand) (91B54)

Related Items (2)

On the strategic behavior of large investors: a mean-variance portfolio approach ⋮ Endogenizing the provision of money: costs of commodity and fiat monies in relation to the value of trade

Cites Work

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• A model to analyse financial fragility
• On Shapley-Shubik equilibria with financial markets
• A strategic market game with a mutual bank with fractional reserves and redemption in gold. A continuum of traders
• Noncooperative general exchange with a continuum of traders: Two models
• Strategic market games: an introduction.
• Monetary equilibrium with missing markets.
• Equilibrium analysis, banking and financial instability.
• A strategic market game with active bankruptcy
• Monetary equilibria over an infinite horizon
• Equilibrium points of nonatomic games

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