Risk Trading and Endogenous Probabilities in Investment Equilibria.
Daniel RalphYves SmeersPublished in: SIAM J. Optim. (2015)
Keyphrases
- investment strategies
- venture capital
- long run
- market data
- sharpe ratio
- risk aversion
- portfolio management
- investment decisions
- decision making
- financial information
- financial markets
- portfolio optimization
- stock exchange
- game theoretic
- trading strategies
- probability distribution
- risk factors
- electronic commerce
- utility function
- risk management
- fixed point
- risk assessment
- high risk
- trading systems
- stock market
- risk averse
- decision problems
- cooperative game
- belief networks
- game theory
- probability theory
- competitive market
- real option
- conditional probabilities
- nash equilibria
- return on investment
- foreign exchange
- nash equilibrium
- core competence
- early warning
- optimal policy
- risk analysis