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Sponsored Artificial Intelligence: A Modern Approach, Global Edition Artificial Intelligence: A Modern Approach, Global Edition

Author

Huai-Nian Zhu

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Open access Sep 2026

Time-Consistent Investment Strategies for Relative Investment Games Under Ambiguity Aversion

With the increasing power of institutional investors, in order to compete for more investment agency business, the competition among institutional investors has become increasingly fierce. This paper studies a non-zero-sum game between two competing institutional investors who adopt mean–variance preferences and accoun...

Yong-Gang Wu, Huai-Nian Zhu · 0 citations

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