A cooperative bargaining framework for decentralized portfolio optimization
Francisco Benita, Stefano Nasini, Rabia Nessah
| Year of publication: |
2022
|
|---|---|
| Authors: | Benita, Francisco ; Nasini, Stefano ; Nessah, Rabia |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 103.2022, p. 1-19
|
| Subject: | Bilevel optimization | Cooperative bargaining | Knapsack problem | Portfolio optimization | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Ganzzahlige Optimierung | Integer programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmateco.2022.102789 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014230380