A stochastic differential game of institutional investor speculation

Keyphrases

• Institutional Investors 100%
• Stochastic Differential Game 100%
• Investment Strategy 20%
• Stock Market 20%
• Value Function 20%
• Closed-form Expression 20%
• Equity Prices 20%
• Price Dynamics 20%
• Nash Equilibrium Solution 20%
• Large Block 20%
• Feedback Nash Equilibrium 20%
• Equilibrium Price 20%
• Corporate Equity 20%
• Imperfect Competition 20%
• Uncertain Market 20%
• Institutional Investment 20%

Social Sciences

• Stochastics 100%
• Institutional Investor 100%
• Differential Game 100%
• Price 40%
• Emerging Market 20%
• Investors 20%
• Stock Market 20%

Economics, Econometrics and Finance

• Institutional Investor 100%
• Differential Game 100%
• Price 40%
• Emerging Economies 20%
• Investors 20%
• Investment Strategies 20%
• Nash Equilibrium 20%
• Imperfect Competition 20%