Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players.
Gonçalo Dos ReisVadim PlatonovPublished in: SIAM J. Financial Math. (2022)
Keyphrases
- risk aversion
- game theory
- game play
- utility function
- equilibrium strategies
- online game
- boolean games
- pure nash equilibria
- market data
- expected utility
- real option
- board game
- imperfect information
- games played
- repeated games
- multi player
- decision making
- game players
- cash flow
- game theoretic
- nash equilibrium
- video games
- playing games
- card games
- game design
- portfolio management
- risk averse
- mixed strategy
- investment strategies
- asset allocation
- investment decisions
- human players
- solution concepts
- market participants
- electronic markets
- perfect information
- pure nash equilibrium
- computer games
- cooperative games
- nash equilibria
- decision makers
- game mechanics
- transferable utility
- pricing schemes
- financial institutions
- stock price
- card game
- general game playing
- human computation
- learning agents
- game development
- financial markets
- exchange rate
- long run
- decision theory
- serious games
- educational games
- multi agent systems