Relative performance concerns among investment managers
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Publication:2000688
Recommendations
- Mean field and \(n\)-agent games for optimal investment under relative performance criteria
- Optimal investment under relative performance concerns
- Mean field portfolio games
- Equilibrium Pricing Under Relative Performance Concerns
- Many-player games of optimal consumption and investment under relative performance criteria
Cites work
- Book Review: Embeddings in manifolds
- Equity Portfolio Diversification*
- Information acquisition and under-diversification
- Mean field and \(n\)-agent games for optimal investment under relative performance criteria
- Optimal investment under relative performance concerns
- Optimum consumption and portfolio rules in a continuous-time model
- Preference and belief: ambibiguity and competence in choice under uncertainty
- Stochastic differential portfolio games
Cited in
(9)- Submission costs in risk-taking contests
- \(N\)-player and mean-field games in Itô-diffusion markets with competitive or homophilous interaction
- Nash equilibria for relative investors via no-arbitrage arguments
- Mean field and \(n\)-agent games for optimal investment under relative performance criteria
- Investment and concern for relative position
- Optimal investment selection game problems for institutional investors under log returns
- Relative performance evaluation for dynamic contracts in a large competitive market
- Optimal investment under relative performance concerns
- Gaming Performance Fees By Portfolio Managers
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