3 citations · 4 across the 4 of their papers we have counts for
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econ.TH2019★ 1 cited
A Generalized Markov Chain Model to Capture Dynamic Preferences and Choice Overload
Kumar Goutam, Vineet Goyal, Agathe Soret
Assortment optimization is an important problem that arises in many industries such as retailing and online advertising where the goal is to find a subset of products from a univer…
q-fin.MF2019
Many-player games of optimal consumption and investment under relative performance criteria
Daniel Lacker, Agathe Soret
We study a portfolio optimization problem for competitive agents with CRRA utilities and a common finite time horizon. The utility of an agent depends not only on her absolute weal…