Optimal Time-Consistent Investment Strategy for a Random Household Expenditure with Default Risk under Relative Performance
Considering the mind of rivalry between families, each family focuses not only on its own wealth but also on other families, especially neighbors. In this paper, we investigate the non-zero-sum mean-variance game between two families with a random household expenditure under the default risk and rel...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2021-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2021/1274649 |
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