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A mean field game approach to relative investment-consumption games with habit formation
Liang, Zongxia
;
Zhang, Keyu
- In:
Mathematics and financial economics
18
(
2024
)
4
,
pp. 577-622
Persistent link: https://www.econbiz.de/10015189215
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2
Consumption-investment problem with pathwise ambiguity under logarithmic utility
Liang, Zongxia
;
Ma, Ming
- In:
Mathematics and financial economics
13
(
2019
)
4
,
pp. 519-541
Persistent link: https://www.econbiz.de/10012055872
Saved in:
3
Consumption-investment decisions with endogenous reference point and drawdown constraint
Liang, Zongxia
;
Luo, Xiaodong
;
Yuan, Fengyi
- In:
Mathematics and financial economics
17
(
2023
)
2
,
pp. 285-334
Persistent link: https://www.econbiz.de/10014328923
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