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math.OC2026
Kyle meets time-inconsistency: a dynamic mean--variance informed trading problem
Shuoqing Deng, Zhichao Luo, Zhenhua Wang
We study a Kyle--Back model in which the informed trader has dynamic mean--variance preferences, leading to a time-inconsistent trading problem that is formulated as an intraperson…
math.OC2026
Graphon Mean Field Game of mutual holding
Daorong Cui, Shuoqing Deng, Yang Xiang
This paper studies the mean field game of mutual holding proposed by Djete and Touzi(AAP, 2024), and consider the case where the interactions among agents are described by a grapho…