A stochastic differential game of institutional investor speculation

Journal of Optimization Theory and Applications

Volumn 102, Issue 3, 1999, Pages 463-477

  Yeung, D W K ^a  

^a UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Equity market; Feedback strategies; Institutional investors speculation; Stochastic differential games

Indexed keywords

COMPETITION; FINANCIAL MARKETS; GAME THEORY; INVESTMENTS; STOCHASTIC SYSTEMS; STRATEGIC PLANNING;

CORPORATES; EQUILIBRIUM SOLUTIONS; EQUITY MARKETS; FEEDBACK STRATEGIES; IMPERFECT COMPETITION; INSTITUTIONAL INVESTOR SPECULATION; INSTITUTIONAL INVESTORS; LARGE BLOCKS; NASH EQUILIBRIA; STOCHASTIC DIFFERENTIAL GAME;

COMMERCE;

EID: 0033245905     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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