Derives Nash equilibria for mean-variance portfolio games with relative performance under full and partial information, revealing stronger downward wealth self-reinforcement under partial information.
Pham , Optimal stopping of controlled jump diffusion processes: a viscosity solution approach , J
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Partial Information in a Mean-Variance Portfolio Selection Game
Derives Nash equilibria for mean-variance portfolio games with relative performance under full and partial information, revealing stronger downward wealth self-reinforcement under partial information.