"Forward Utility and Market Adjustments in Relative Investment-Consumption ..."

Gonçalo Dos Reis, Vadim Platonov (2022)

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DOI: 10.1137/20M138421X

access: closed

type: Journal Article

metadata version: 2023-05-08

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Gonçalo Dos Reis, Vadim Platonov:
Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players. SIAM J. Financial Math. 13(3): 844-876 (2022)

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