Predictable Relative Forward Performance Processes: Multi-Agent and Mean Field Games for Portfolio Management
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- Bahman Angoshtari & Shida Duan, 2024. "Rank-Dependent Predictable Forward Performance Processes," Papers 2403.16228, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-GTH-2023-12-11 (Game Theory)
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