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20192026
most citedPredictable Forward Performance Processes: Infrequent Evaluation and Applications to Human-Machine Interactions

1 citations · 1 across the 4 of their papers we have counts for

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q-fin.MF2023

Predictable Relative Forward Performance Processes: Multi-Agent and Mean Field Games for Portfolio Management

Gechun Liang, Moris S. Strub, Yuwei Wang

We introduce predictable relative forward performance processes (PRFPP) as a new framework for studying portfolio management within a competitive and incomplete market environment.…