Wealth-driven competition in a speculative financial market: examples with maximizing agents (Q3518376)

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Wealth-driven competition in a speculative financial market: examples with maximizing agents
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    Wealth-driven competition in a speculative financial market: examples with maximizing agents (English)
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    7 August 2008
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    asset pricing model
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    CRRA framework
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    equilibrium market curve
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    expected utility maximization
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    mean-variance optimization
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    linear investment functions
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