A cooperative bargaining framework for decentralized portfolio optimization
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 | Verhandlungstheorie | Bargaining theory | Verhandlungen | Negotiations | Ganzzahlige Optimierung | Integer programming |
-
Rooderkerk, Robert P., (2016)
-
On the Stackelberg knapsack game
Pferschy, Ulrich, (2021)
-
Quantitative approach to project portfolio management : proposal for Slovak companies
Kral, Pavol, (2019)
- More ...
-
A bi-level programming approach for global investment strategies with financial intermediation
Benita, Francisco, (2019)
-
Time-Flexible Min Completion Time Variance in a Single Machine by Quadratic Programming
Nasini, Stefano, (2022)
-
Nash Bargaining Partitioning in Decentralized Portfolio Management
Benita, Fancisco, (2021)
- More ...