Mean-Variance Portfolio Selection with Partial Information : A Game-theoretic Formulation
Year of publication: |
[2022]
|
---|---|
Authors: | Li, Lin ; Liu, Ke ; Gu, Jia-Wen |
Publisher: |
[S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Spieltheorie | Game theory |
Extent: | 1 Online-Ressource (19 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 13, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4135532 [DOI] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
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