Relative Wealth Concerns with Partial Information and Heterogeneous Priors-Reference-Cited by-同舟云学术

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Relative Wealth Concerns with Partial Information and Heterogeneous Priors

Published:2024-04-29 Issue:2 Volume:15 Page:360-398
ISSN:1945-497X
Container-title:SIAM Journal on Financial Mathematics
language:en
Short-container-title:SIAM J. Finan. Math.

Author:

Deng Chao¹,Su Xizhi²^ORCID,Zhou Chao³

Affiliation:

1. Southern China Institute of Fortune Management Research FMR and Institute of Financial Openness and Asset Management, Guangdong University of Foreign Studies, Guangzhou, 510006, China.

2. National University of Singapore, 119076, Singapore.

3. Mathematics, National University of Singapore, 119076, Singapore.

Funder

National Natural Science Foundation of China

Guangzhou Basic and Applied Basic Reseearch Foundation

Ministry of Education - Singapore

French Ministry of Foreign Affairs

National University of Singapore

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Reference55 articles.

1. Role of Managerial Incentives and Discretion in Hedge Fund Performance

2. Backward-Forward Stochastic Differential Equations

3. Asset pricing with heterogeneous beliefs

4. Equilibrium Pricing Under Relative Performance Concerns

5. Optimal investment under partial information

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