Relative Wealth Concerns with Partial Information and Heterogeneous Priors
Article Properties
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LanguageEnglish
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DOI (url)
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Publication Date2024/04/29
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Indian UGC (journal)
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Refrences55
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Chao Deng Southern China Institute of Fortune Management Research FMR and Institute of Financial Openness and Asset Management, Guangdong University of Foreign Studies, Guangzhou, 510006, China.
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Xizhi Su National University of Singapore, 119076, Singapore. ORCID
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Chao Zhou Mathematics, National University of Singapore, 119076, Singapore.
Cite
Deng, Chao, et al. “Relative Wealth Concerns With Partial Information and Heterogeneous Priors”. SIAM Journal on Financial Mathematics, vol. 15, no. 2, 2024, pp. 360-98, https://doi.org/10.1137/22m1508625.
Deng, C., Su, X., & Zhou, C. (2024). Relative Wealth Concerns with Partial Information and Heterogeneous Priors. SIAM Journal on Financial Mathematics, 15(2), 360-398. https://doi.org/10.1137/22m1508625
Deng C, Su X, Zhou C. Relative Wealth Concerns with Partial Information and Heterogeneous Priors. SIAM Journal on Financial Mathematics. 2024;15(2):360-98.
Journal Categories
Science
Mathematics
Social Sciences
Commerce
Business
Social Sciences
Economic theory
Demography
Economics as a science
Social Sciences
Finance
Social Sciences
Statistics
Refrences
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|---|---|---|---|---|
| Title | 2006 | |||
| Statistics of Random Processes II: Applications | 2013 | |||
Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry | The Journal of Finance |
| 306 | 2001 |
Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry | The Journal of Finance |
| 727 | 1996 |
| Portfolio selection under incomplete information | Stochastic Processes and their Applications |
| 62 | 2006 |