Optimal Investment Under Relative Performance Concerns

Keyphrases

• Optimal Investment 100%
• Relative Performance Concerns 100%
• Nash Equilibrium 50%
• Relative Performance 50%
• Optimization Problem 50%
• Constraint Set 50%
• Black-Scholes 50%
• Utility Function 50%
• Technical Condition 50%
• Vector Space 50%
• Interacting Agents 50%
• Financial Markets 50%
• Exponential Utility 50%

Mathematics

• Nash Equilibrium 100%
• Utility Function 100%
• Vector Space 100%
• Exponential Utility 100%

Economics, Econometrics and Finance

• Wealth 100%
• Nash Equilibrium 50%
• Financial Market 50%
• Utility Function 50%