Consistent conjectural variations equlibrium in an optimal portfolio model

MaRDI QIDQ4559925zbMATH OpenFDO

Authors Nataliya I. Kalashnykova, Felipe J. Castillo-Pérez, Vyacheslav V. Kalashnikov

Publication date 4 December 2018

zbMATH Keywords

conjectural variations equilibriumconsistent conjecturesconsistent equilibriumoptimal portfolio models

Mathematics Subject Classification ID

Utility theory (91B16) Portfolio theory (91G10)

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Cited in

(1)

• Consistent conjectural variations equilibrium for a financial model

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