We analyze a family of portfolio management problems under relative performance criteria,
for fund managers having CARA or CRRA utilities and trading in a common investment …

We study a portfolio optimization problem for competitive agents with CRRA utilities and a
common finite time horizon. The utility of an agent depends not only on her absolute wealth …

We introduce the concept of mean field games for agents using Forward utilities of CARA
type to study a family of portfolio management problems under relative performance …

We study a portfolio management problem featuring many-player and mean field
competition, investment and consumption, and relative performance concerns under the …

We work on a portfolio management problem for one agent and a large group of agents
under relative performance concerns in jump-diffusion markets with the CRRA utility …

In an Itô-diffusion market, two fund managers trade under relative performance concerns.
For both the asset specialization and diversification settings, we analyze the passive and …

This paper investigates multidimensional extended type-I BSVIEs and infinite families of
BSDEs in the case of quadratic generators. We establish existence and uniqueness results …

We study an $ N $-player and a mean field exponential utility game. Each player manages
two stocks; one is driven by an individual shock and the other is driven by a common shock …

We give local and global existence and uniqueness results for multidimensional coupled
FBSDEs for generators with arbitrary growth in the control variable. The local existence …

We consider an insurance market consisting of multiple competitive insurers with a mean
field interaction via their terminal wealth under the exponential utility with relative …