Equilibrium Pricing Under Relative Performance Concerns

TitleEquilibrium Pricing Under Relative Performance Concerns
Publication TypeJournal Article
Year of Publication2017
AuthorsBielagk J, Lionnet A, Dos Reis G
JournalSIAM J. Financ. Math.
Volume8
Pagination435-482
ISSN1945-497X
DOI10.1137/16M1082536