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Mean-field game of mean-variance portfolio management with peer-based relative risk aversion

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Cheng, Weilun, Liang, Zongxia, Wang, Sheng, Yu, Xiang
Format:	Preprint
Publié:	2026
Sujets:	Mathematical Finance
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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