Equilibrium selection for multi-portfolio optimization
Lorenzo Lampariello, Christoph Neumann, Jacopo M. Ricci, Simone Sagratella, Oliver Stein
| Year of publication: |
2021
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|---|---|
| Authors: | Lampariello, Lorenzo ; Neumann, Christoph ; Ricci, Jacopo M. ; Sagratella, Simone ; Stein, Oliver |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 295.2021, 1 (16.11.), p. 363-373
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| Subject: | Game theory | Hierarchical optimization | Nash equilibrium problem | Portfolio selection | Variational inequalities | Portfolio-Management | Spieltheorie | Nash-Gleichgewicht | Nash equilibrium | Gleichgewichtstheorie | Equilibrium theory | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2021.02.033 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012595993