Optimal portfolio with relative performance and partial information: a mean-field game approach (Q6583300)
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scientific article; zbMATH DE number 7892495
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| English | Optimal portfolio with relative performance and partial information: a mean-field game approach |
scientific article; zbMATH DE number 7892495 |
Statements
Optimal portfolio with relative performance and partial information: a mean-field game approach (English)
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6 August 2024
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mean-field equilibrium
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mean-field game
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Nash equilibrium
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optimal portfolio
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partial information
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relative performance
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0.8315518498420715
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0.8279897570610046
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0.7947556972503662
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0.793050229549408
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