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Predictable Relative Forward Performance Processes: Multi-Agent and Mean Field Games for Portfolio Management
We consider a new framework of predictable relative forward performance processes (PRFPP) to study portfolio management within a competitive environment.
Predictable Forward Performance Processes: Infrequent Evaluation and Applications to Human-Machine Interactions
We study discrete-time predictable forward processes when trading times do not coincide with performance evaluation times in a binomial tree model for the financial market.
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