Many-player games of optimal consumption and investment under relative performance criteria
Daniel Lacker, Agathe Soret
| Year of publication: |
2020
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|---|---|
| Authors: | Lacker, Daniel ; Soret, Agathe |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 14.2020, 2, p. 263-281
|
| Subject: | Mean field games | Relative performance | Optimal investment and consumption | Merton problem | Portfolio-Management | Portfolio selection | Investition | Investment | Spieltheorie | Game theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-019-00255-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012240274