A mean field game approach to relative investment–consumption games with habit formation

Overview of attention for article published in Mathematics and Financial Economics, May 2024

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RT @0xkidwai: "This paper studies an optimal investment-consumption problem for competitive agents with exponential or power utilities and…

31 Jan 2024

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A Mean Field Game Approach to Relative Investment-Consumption Games with Habit Formation. https://t.co/7IpJyD8EdQ

30 Jan 2024

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Zongxia Liang, Keyu Zhang: A Mean Field Game Approach to Relative Investment-Consumption Games with Habit Formation https://t.co/5cmVzEHIr8 https://t.co/uX03u5XQKH

30 Jan 2024

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"This paper studies an optimal investment-consumption problem for competitive agents with exponential or power utilities and a common finite time horizon. Each agent regards the average of habit formation and wealth from all peers as benchmarks to evaluate

30 Jan 2024

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