Equilibrium Strategies for the N-agent Mean-Variance Investment Problem over a Random Horizon

Fuente: arXiv

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Bibliographic Details
Main Authors:	Liang, Xiaoqing, Xiong, Jie, Yang, Ying
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control 93E20, 91G10, 91G80, 60H30
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2507.04611