Optimal portfolio with relative performance and partial information: a mean-field game approach
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Publication:6583300
DOI10.1002/ASJC.3118MaRDI QIDQ6583300FDOQ6583300
Publication date: 6 August 2024
Published in: Asian Journal of Control (Search for Journal in Brave)
mean-field gameNash equilibriumpartial informationoptimal portfoliorelative performancemean-field equilibrium
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