OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS (Q5247420)
From MaRDI portal
scientific article; zbMATH DE number 6430114
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS |
scientific article; zbMATH DE number 6430114 |
Statements
OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS (English)
0 references
24 April 2015
0 references
portfolio optimization
0 references
utility optimization
0 references
multi-agent stochastic game
0 references
Nash equilibrium
0 references
stochastic differential equations
0 references
0 references
0 references
0 references
0 references
0 references
