Strategic Behavior in Multiple-Period Financial Markets

DOI10.1090/CONM/568/11283zbMath1261.91008OpenAlexW4249791992MaRDI QIDQ2906490

Oren Mangoubi

Publication date: 5 September 2012

Published in: Contemporary Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/conm/568/11283

zbMATH Keywords

Nash equilibriumpure-strategy equilibriumfinancial market modelsubgame-perfect equilibriummultiple trading periods

Mathematics Subject Classification ID

(n)-person games, (n>2) (91A06) Financial applications of other theories (91G80) Dynamic games (91A25)

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On the strategic behavior of large investors: a mean-variance portfolio approach

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