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A mean field game of optimal p...
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1
Portfolio liquidation games with self-exciting order flow
Fu, Guanxing
;
Horst, Ulrich
;
Xia, Xiaonyu
- In:
Mathematical finance : an international journal of …
32
(
2022
)
4
,
pp. 1020-1065
Persistent link: https://www.econbiz.de/10013463387
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Mean field portfolio games with consumption
Fu, Guanxing
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 79-99
Persistent link: https://www.econbiz.de/10014226253
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3
Mean field portfolio games
Fu, Guanxing
;
Zhou, Chao
- In:
Finance and stochastics
27
(
2023
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1
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pp. 189-231
Persistent link: https://www.econbiz.de/10013489591
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Mathematical models of price impact and optimal portfolio management in llliquid markets
Andreev, Nikolay
- In:
Financial econometrics and empirical market microstructure
,
(pp. 1-11)
.
2015
Persistent link: https://www.econbiz.de/10011326762
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Flight-to-liquidity, market uncertainty, and the actions of mutual fund investors
Ben-Rephael, Azi
- In:
Journal of financial intermediation
31
(
2017
),
pp. 30-44
Persistent link: https://www.econbiz.de/10011822426
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6
A game theoretic approach to the selection, mentorship, and investment decisions of start-up accelerators
Zarei, Hamid
;
Rasti-Barzoki, Morteza
;
Moon, Ilkyeong
- In:
IEEE transactions on engineering management : EM
69
(
2022
)
4
,
pp. 1753-1768
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7
Adaptive mean field games for large population coupled ARX systems with unknown coupling strength
Li, Tao
;
Zhang, Ji-Feng
- In:
Dynamic games and applications : DGA
3
(
2013
)
4
,
pp. 489-507
Persistent link: https://www.econbiz.de/10010246351
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8
Long time average of first order mean field games and weak KAM theory
Cardaliaguet, Pierre
- In:
Dynamic games and applications : DGA
3
(
2013
)
4
,
pp. 473-488
Persistent link: https://www.econbiz.de/10010246352
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9
Coupling a power dispatch model with a wardrop or mean-field-game equilibrium model
Babonneau, F.
;
Foguen, R. T.
;
Haurie, Alain
;
Malhamé, R.
- In:
Dynamic games and applications : DGA
11
(
2021
)
2
,
pp. 217-241
Persistent link: https://www.econbiz.de/10012584546
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10
Finite-state contract theory with a principal and a field of agents
Carmona, René
;
Wang, Peiqi
- In:
Management science : journal of the Institute for …
67
(
2021
)
8
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pp. 4725-4741
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