Mean field portfolio games with consumption
Year of publication: |
2023
|
---|---|
Authors: | Fu, Guanxing |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9660, ZDB-ID 2389109-9. - Vol. 17.2023, 1, p. 79-99
|
Subject: | Consumption | Martingale optimality principle | Mean field game | Portfolio game | Portfolio-Management | Portfolio selection | Spieltheorie | Game theory |
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