Relative performance concerns among investment managers
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DOI: 10.1007/s10436-019-00343-2
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Cited by:
- Ruimeng Hu & Thaleia Zariphopoulou, 2021. "$N$-player and Mean-field Games in It\^{o}-diffusion Markets with Competitive or Homophilous Interaction," Papers 2106.00581, arXiv.org, revised Jun 2021.
- Whitmeyer, Mark, 2023. "Submission costs in risk-taking contests," Games and Economic Behavior, Elsevier, vol. 142(C), pages 101-112.
- Mark Whitmeyer, 2021. "Submission Fees in Risk-Taking Contests," Papers 2108.13506, arXiv.org.
- Nicole Bäuerle & Tamara Göll, 2023. "Nash equilibria for relative investors via no-arbitrage arguments," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 97(1), pages 1-23, February.
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More about this item
Keywords
Behavioral finance; Relative concerns; Portfolio choice; Continuous-time finance;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G40 - Financial Economics - - Behavioral Finance - - - General
- C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
- C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
Statistics
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