Nash equilibria for relative investors via no-arbitrage arguments (Q2699026)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Nash equilibria for relative investors via no-arbitrage arguments |
scientific article |
Statements
Nash equilibria for relative investors via no-arbitrage arguments (English)
0 references
26 April 2023
0 references
portfolio optimization
0 references
semimartingale market
0 references
Nash equilibrium
0 references
relative investor
0 references
0 references
0 references