Similar Search Results

Capital accumulation subject to pollution control : open-loop versus feedback investment strategies

Stimming, Martina - 1997

Persistent link: https://www.econbiz.de/10000621339

Stochastic asset allocation and reinsurance game under contagious claims

Liu, Guo; Jin, Zhuo; Li, Shuanming; Zhang, Jiannan - In: Finance research letters 49 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013479221

Mean-field liquidation games with market drop-out

Fu, Guanxing; Hager, Paul Peter; Horst, Ulrich - In: Mathematical finance : an international journal of … 34 (2024) 4, pp. 1123-1166

Persistent link: https://www.econbiz.de/10015149374

Nash equilibrium strategy for a multi-period mean-variance portfolio selection problem with regime switching

Wu, Huiling; Chen, Hua - In: Economic modelling 46 (2015), pp. 79-90

Persistent link: https://www.econbiz.de/10011436534

On the strategic behavior of large investors : a mean-variance portfolio approach

Villena, Marcelo J.; Reus, Lorenzo - In: European journal of operational research : EJOR 254 (2016) 2, pp. 679-688

Persistent link: https://www.econbiz.de/10011509033

A stochastic Nash equilibrium portfolio game between two DC pension funds

Guan, Guohui; Liang, Zongxia - In: Insurance 70 (2016), pp. 237-244

Persistent link: https://www.econbiz.de/10011597279

Stability analysis of solutions to equilibrium problems and applications in economics

Tran Ngoc Tam; Nguyen Minh Hai; Bantaojai Thanatporn - In: Asian journal of economics and banking : AJEB 4 (2020) 3, pp. 121-132

Purpose - The purpose of this paper is to study the Hölder calmness of solutions to equilibrium problems and apply it to economics. Design/methodology/approach - The authors obtain the Hölder calmness by using an effective approach. More precisely, under the key assumption of strong convexity,...

Persistent link: https://www.econbiz.de/10012515025

Bowley solution of a mean-variance game in insurance

Li, Danping; Young, Virginia R. - In: Insurance 98 (2021), pp. 35-43

Persistent link: https://www.econbiz.de/10012545274

Equilibrium selection for multi-portfolio optimization

Lampariello, Lorenzo; Neumann, Christoph; Ricci, Jacopo M. - In: European journal of operational research : EJOR 295 (2021) 1, pp. 363-373

Persistent link: https://www.econbiz.de/10012595993

Chance-constrained games with mixture distributions

Peng, Shen; Yadav, Navnit; Lisser, Abdel; Vikas Vikram Singh - In: Mathematical methods of operations research : ZOR 94 (2021) 1, pp. 71-97

Persistent link: https://www.econbiz.de/10012618980