В. А. Платонов
- Forward utility and market adjustments in relative investment-consumption games of many players
2020/12/02 by Gonçalo dos Reis, В. А. Платонов, Reis, Goncalo dos +1 · 2 citations
Economics, Econometrics and Finance · #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #General Economics (econ.GN) #Mathematical Finance (q-fin.MF) #Portfolio Management (q-fin.PM) #Probability (math.PR) #Stochastic processes and financial applications
- Forward utilities and Mean-field games under relative performance concerns
2020/05/16 by Gonçalo dos Reis, В. А. Платонов, Reis, Goncalo dos +1 · 1 citation
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Portfolio Management (q-fin.PM) #Probability (math.PR)