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Optimal portfolio with relative performance and partial information: a mean-field game approach - MaRDI portal

Optimal portfolio with relative performance and partial information: a mean-field game approach

From MaRDI portal
Publication:6583300

DOI10.1002/asjc.3118MaRDI QIDQ6583300

Pengyan Huang, Panpan Zhang

Publication date: 6 August 2024

Published in: Asian Journal of Control (Search for Journal in Brave)






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