{"id":"https://openalex.org/W4408742695","doi":"https://doi.org/10.1007/s10479-025-06576-x","title":"N-player and mean field games among fund managers considering excess logarithmic returns","display_name":"N-player and mean field games among fund managers considering excess logarithmic returns","publication_year":2025,"publication_date":"2025-03-22","ids":{"openalex":"https://openalex.org/W4408742695","doi":"https://doi.org/10.1007/s10479-025-06576-x"},"language":"en","primary_location":{"id":"doi:10.1007/s10479-025-06576-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-025-06576-x","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5077375723","display_name":"Guohui Guan","orcid":"https://orcid.org/0000-0002-6873-7944"},"institutions":[{"id":"https://openalex.org/I78988378","display_name":"Renmin University of China","ror":"https://ror.org/041pakw92","country_code":"CN","type":"education","lineage":["https://openalex.org/I78988378"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Guohui Guan","raw_affiliation_strings":["Center for Applied Statistics, Renmin University of China, Beijing, 100872, China","School of Statistics, Renmin University of China, Beijing, 100872, China"],"raw_orcid":"https://orcid.org/0000-0002-6873-7944","affiliations":[{"raw_affiliation_string":"Center for Applied Statistics, Renmin University of China, Beijing, 100872, China","institution_ids":["https://openalex.org/I78988378"]},{"raw_affiliation_string":"School of Statistics, Renmin University of China, Beijing, 100872, China","institution_ids":["https://openalex.org/I78988378"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5028479003","display_name":"Jiaqi Hu","orcid":null},"institutions":[{"id":"https://openalex.org/I99065089","display_name":"Tsinghua University","ror":"https://ror.org/03cve4549","country_code":"CN","type":"education","lineage":["https://openalex.org/I99065089"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jiaqi Hu","raw_affiliation_strings":["Department of Mathematical Sciences, Tsinghua University, Beijing, 100084, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematical Sciences, Tsinghua University, Beijing, 100084, China","institution_ids":["https://openalex.org/I99065089"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5101465253","display_name":"Zongxia Liang","orcid":"https://orcid.org/0000-0001-9078-0976"},"institutions":[{"id":"https://openalex.org/I99065089","display_name":"Tsinghua University","ror":"https://ror.org/03cve4549","country_code":"CN","type":"education","lineage":["https://openalex.org/I99065089"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zongxia Liang","raw_affiliation_strings":["Department of Mathematical Sciences, Tsinghua University, Beijing, 100084, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematical Sciences, Tsinghua University, Beijing, 100084, China","institution_ids":["https://openalex.org/I99065089"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5077375723"],"corresponding_institution_ids":["https://openalex.org/I78988378"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":1.9714,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.82450867,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":91,"max":95},"biblio":{"volume":"349","issue":"3","first_page":"1663","last_page":"1691"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9957000017166138,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/logarithm","display_name":"Logarithm","score":0.6412150263786316},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.5609705448150635},{"id":"https://openalex.org/keywords/field","display_name":"Field (mathematics)","score":0.45304206013679504},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.3746517300605774},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3581925630569458},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3471754193305969},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.34571510553359985},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.321401983499527},{"id":"https://openalex.org/keywords/pure-mathematics","display_name":"Pure mathematics","score":0.0783887505531311},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.07795420289039612},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.07069861888885498}],"concepts":[{"id":"https://openalex.org/C39927690","wikidata":"https://www.wikidata.org/wiki/Q11197","display_name":"Logarithm","level":2,"score":0.6412150263786316},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.5609705448150635},{"id":"https://openalex.org/C9652623","wikidata":"https://www.wikidata.org/wiki/Q190109","display_name":"Field (mathematics)","level":2,"score":0.45304206013679504},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.3746517300605774},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3581925630569458},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3471754193305969},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.34571510553359985},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.321401983499527},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.0783887505531311},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.07795420289039612},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.07069861888885498}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10479-025-06576-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-025-06576-x","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:arx:papers:2503.02722","is_oa":false,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.5199999809265137,"id":"https://metadata.un.org/sdg/8","display_name":"Decent work and economic growth"}],"awards":[{"id":"https://openalex.org/G3992488659","display_name":null,"funder_award_id":"12271290","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G607818944","display_name":null,"funder_award_id":"12371477","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":31,"referenced_works":["https://openalex.org/W1507126399","https://openalex.org/W1592044002","https://openalex.org/W1984697146","https://openalex.org/W1991552664","https://openalex.org/W1995834279","https://openalex.org/W2002788332","https://openalex.org/W2005158847","https://openalex.org/W2011000015","https://openalex.org/W2033772453","https://openalex.org/W2034489173","https://openalex.org/W2037545986","https://openalex.org/W2038686546","https://openalex.org/W2069099760","https://openalex.org/W2103835808","https://openalex.org/W2136120210","https://openalex.org/W2163276114","https://openalex.org/W2165723500","https://openalex.org/W2169786125","https://openalex.org/W2592188887","https://openalex.org/W2963791270","https://openalex.org/W2979996813","https://openalex.org/W3121333276","https://openalex.org/W3122582011","https://openalex.org/W3123528457","https://openalex.org/W3123700708","https://openalex.org/W3124777358","https://openalex.org/W3173204811","https://openalex.org/W4205835211","https://openalex.org/W4210791600","https://openalex.org/W4387939783","https://openalex.org/W6807091881"],"related_works":["https://openalex.org/W2046736294","https://openalex.org/W4401442391","https://openalex.org/W2980815195","https://openalex.org/W48199998","https://openalex.org/W1519526186","https://openalex.org/W2260200182","https://openalex.org/W4293584968","https://openalex.org/W2384758770","https://openalex.org/W2032964960","https://openalex.org/W4382701036"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1}],"updated_date":"2025-12-28T23:10:05.387466","created_date":"2025-10-10T00:00:00"}
