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Tournament-induced risk-shifting: A mean field games approach - MaRDI portal

Tournament-induced risk-shifting: A mean field games approach

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Publication:2877539

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DOI10.3233/RDA-120091zbMath1294.91167OpenAlexW1610889519MaRDI QIDQ2877539

Olivier Guéant

Publication date: 22 August 2014

Published in: Risk and Decision Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3233/rda-120091

zbMATH Keywords

mean field games optimal portfolio choice

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Applications of game theory (91A80) Financial applications of other theories (91G80) Portfolio theory (91G10) Decision theory for games (91A35)

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