"A deep learning method for optimal investment under relative performance ..."

Mathieu Laurière, Ludovic Tangpi, Xuchen Zhou (2025)

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DOI: 10.1016/J.EJOR.2025.04.018

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type: Journal Article

metadata version: 2025-07-23

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Mathieu Laurière, Ludovic Tangpi, Xuchen Zhou:
A deep learning method for optimal investment under relative performance criteria among heterogeneous agents. Eur. J. Oper. Res. 326(3): 615-629 (2025)

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