Pages that link to "Item:Q5097219"
From MaRDI portal
The following pages link to Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players (Q5097219):
Displaying 11 items.
- Mean field portfolio games (Q2111248) (← links)
- Mean field portfolio games with consumption (Q2690072) (← links)
- Itô-Wentzell-Lions formula for measure dependent random fields under full and conditional measure flows (Q6072423) (← links)
- Optimal investment in a large population of competitive and heterogeneous agents (Q6130337) (← links)
- Optimal investment in defined contribution pension schemes with forward utility preferences (Q6152716) (← links)
- Time-consistent pension policy with minimum guarantee and sustainability constraint (Q6543811) (← links)
- Mean field and \(n\)-player games in Ito-diffusion markets under forward performance criteria (Q6586868) (← links)
- Nash equilibria for relative investors with (non)linear price impact (Q6594799) (← links)
- Mean field games with unbounded controlled common noise in portfolio management with relative performance criteria (Q6631638) (← links)
- A mean field game approach to equilibrium consumption under external habit formation (Q6635671) (← links)
- A mean field game approach to relative investment-consumption games with habit formation (Q6655908) (← links)
