Publication

ROBUST PORTFOLIO SELECTION AND MEAN FIELD PORTFOLIO GAMES

LI MENGGE
Citations
Altmetric:
Alternative Title
Abstract
Keywords
portfolio optimization, robust control, Mean field game, Nash equilibrium, generally equilibrium, heterogeneous preferences
Source Title
Publisher
Series/Report No.
Collections
Ph.D Theses (Closed)
Show all metadata
Organizational Units
OrgUnit Logo
Organizational Unit
MATHEMATICS
dept
Rights
Date
2023-10-02
URI
https://scholarbank.nus.edu.sg/handle/10635/246686
DOI
Type
Thesis
Additional Links
Related Datasets
Related Publications