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How much should we care about what others know? Jump signals in optimal investment under relative performance concerns

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Bank, Peter, Sedrakjan, Gemma
Formato:	Preprint
Publicado:	2025
Materias:	Optimization and Control 91G10, 91A06, 91A16, 91B06
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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