Pages that link to "Item:Q5247420"
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The following pages link to OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS (Q5247420):
Displaying 50 items.
- Robust non-zero-sum stochastic differential reinsurance game (Q320290) (← links)
- Mean field games for stochastic growth with relative utility (Q520355) (← links)
- Robust time-consistent portfolio selection for an investor under CEV model with inflation influence (Q779497) (← links)
- Systemic risk and interbank lending (Q1626503) (← links)
- Optimal investment in markets with over and under-reaction to information (Q1679555) (← links)
- Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455) (← links)
- A stability approach for solving multidimensional quadratic BSDEs (Q1721997) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- A class of globally solvable Markovian quadratic BSDE systems and applications (Q1747757) (← links)
- Non-zero-sum reinsurance games subject to ambiguous correlations (Q1755812) (← links)
- A financial market with interacting investors: does an equilibrium exist? (Q1932546) (← links)
- Relative performance concerns among investment managers (Q2000688) (← links)
- Linear quadratic mean-field-game of backward stochastic differential systems (Q2001547) (← links)
- A non-zero-sum reinsurance-investment game with delay and asymmetric information (Q2031383) (← links)
- Mean field games with heterogeneous groups: application to banking systems (Q2073048) (← links)
- Approximating Nash equilibrium for optimal consumption in stochastic growth model with jumps (Q2084829) (← links)
- Mean field portfolio games (Q2111248) (← links)
- Social optima in mean field linear-quadratic-Gaussian models with control input constraint (Q2124496) (← links)
- Many-player games of optimal consumption and investment under relative performance criteria (Q2175463) (← links)
- Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) (← links)
- Relative performance concern on DC pension plan under Heston model with inflation risk (Q2217821) (← links)
- Mixed linear quadratic stochastic differential leader-follower game with input constraint (Q2238958) (← links)
- Backward-forward linear-quadratic mean-field games with major and minor agents (Q2296087) (← links)
- Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (Q2306384) (← links)
- Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework (Q2306404) (← links)
- Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models (Q2327617) (← links)
- A reinsurance and investment game between two insurance companies with the different opinions about some extra information (Q2364007) (← links)
- Demand for longevity securities under relative performance concerns: stochastic differential games with cointegration (Q2374128) (← links)
- Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market (Q2421401) (← links)
- Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
- Relative performance evaluation for dynamic contracts in a large competitive market (Q2672102) (← links)
- Mean field portfolio games with consumption (Q2690072) (← links)
- A non-zero-sum stochastic differential game between two mean-variance insurers with inside information (Q2691503) (← links)
- Nash equilibria for relative investors via no-arbitrage arguments (Q2699026) (← links)
- Linear quadratic mean field game with control input constraint (Q4554120) (← links)
- Time-consistent investment and reinsurance under relative performance concerns (Q4563482) (← links)
- A class of nonzero-sum investment and reinsurance games subject to systematic risks (Q4577200) (← links)
- Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints (Q4578001) (← links)
- Contracting Theory with Competitive Interacting Agents (Q4631456) (← links)
- Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model (Q5042789) (← links)
- Competition in Fund Management and Forward Relative Performance Criteria (Q5045200) (← links)
- N-Player and Mean-Field Games in Itˆo-Diffusion Markets with Competitive or Homophilous Interaction (Q5050086) (← links)
- Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums (Q5076715) (← links)
- Performance Fees with Stochastic Benchmark (Q5080134) (← links)
- Backward Stackelberg Differential Game with Constraints: A Mixed Terminal-Perturbation and Linear-Quadratic Approach (Q5081091) (← links)
- Existence and Uniqueness for Non-Markovian Triangular Quadratic BSDEs (Q5081638) (← links)
- Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players (Q5097219) (← links)
- Equilibrium Pricing Under Relative Performance Concerns (Q5280244) (← links)
- STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE (Q5745199) (← links)
- On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications (Q6115252) (← links)
