A two-player portfolio tracking game
Moritz Voß
| Year of publication: |
2022
|
|---|---|
| Authors: | Voß, Moritz |
| Subject: | Illiquid markets | Nash equilibrium | Portfolio tracking | Predatory trading | Stochastic differential game | Portfolio-Management | Portfolio selection | Nash-Gleichgewicht | Spieltheorie | Game theory | Stochastisches Spiel | Stochastic game | Liquidität | Liquidity | Wertpapierhandel | Securities trading | Marktliquidität | Market liquidity |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-022-00324-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013438883