Competition in Fund Management and Forward Relative Performance Criteria (Q5045200): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / OpenAlex ID
 
Property / OpenAlex ID: W3096052099 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Predictable Forward Performance Processes: The Binomial Case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forward Exponential Performances: Pricing and Optimal Risk Sharing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equilibrium Pricing Under Relative Performance Concerns / rank
 
Normal rank
Property / cites work
 
Property / cites work: OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS / rank
 
Normal rank
Property / cites work
 
Property / cites work: A financial market with interacting investors: does an equilibrium exist? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamically consistent investment under model uncertainty: the robust forward criteria / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Exact Connection between Two Solvable SDEs and a Nonlinear Utility Stochastic PDE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field and <i>n</i>‐agent games for optimal investment under relative performance criteria / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forward indifference valuation of American options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE / rank
 
Normal rank
Property / cites work
 
Property / cites work: OPTIMAL INVESTMENT WITH INTERMEDIATE CONSUMPTION AND RANDOM ENDOWMENT / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment and consumption with labor income in incomplete markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ambiguity Aversion and Incompleteness of Financial Markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5506195 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3613974 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio choice under dynamic investment performance criteria / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio Choice under Space-Time Monotone Performance Criteria / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Partial Differential Equations and Portfolio Choice / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Class of Homothetic Forward Investment Performance Processes with Non-zero Volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Analysis of Forward Performance Processes in Incomplete Markets and Their Ill-Posed HJB Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A dual characterization of self-generation and exponential forward performances / rank
 
Normal rank

Latest revision as of 17:18, 30 July 2024

scientific article; zbMATH DE number 7612220
Language Label Description Also known as
English
Competition in Fund Management and Forward Relative Performance Criteria
scientific article; zbMATH DE number 7612220

    Statements

    Competition in Fund Management and Forward Relative Performance Criteria (English)
    0 references
    0 references
    0 references
    0 references
    4 November 2022
    0 references
    forward performance criteria
    0 references
    asset managers' competition
    0 references
    forward relative performance criteria
    0 references
    Nash equilibrium of asset management
    0 references
    forward Nash equilibrium
    0 references
    forward competition
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references