Optimal investment in a large population of competitive and heterogeneous agents
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Publication:6130337
DOI10.1007/s00780-023-00527-9arXiv2202.11314OpenAlexW4391541225WikidataQ128650597 ScholiaQ128650597MaRDI QIDQ6130337
Publication date: 2 April 2024
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2202.11314
Games with infinitely many players (91A07) Stochastic games, stochastic differential games (91A15) Portfolio theory (91G10)
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