In a two-investor mean-variance Stackelberg game with asymmetric information, the leader's equilibrium randomized strategy is Gaussian and the follower's strategy depends linearly on the leader's observed trades.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
q-fin.MF 1years
2025 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Mean-Variance Stackelberg Games with Asymmetric Information
In a two-investor mean-variance Stackelberg game with asymmetric information, the leader's equilibrium randomized strategy is Gaussian and the follower's strategy depends linearly on the leader's observed trades.