Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players (Q5097219)

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scientific article; zbMATH DE number 7574019
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Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players
scientific article; zbMATH DE number 7574019

    Statements

    Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players (English)
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    22 August 2022
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    optimal investment and consumption
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    forward performance criteria
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    mean field games
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    relative performance
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    common noise Merton problem
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    elasticity of intertemporal substitution
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