Wintein, Stefan; Borm, Peter; Hendrickx, Ruud; Quant, … - In: Mathematical Methods of Operations Research 63 (2006) 3, pp. 413-426
This paper deals with interactive multiple fund investment situations, in which investors can invest their capital in a number of funds. The investors, however, face some restrictions. In particular, the investment opportunities of an investor depend on the behaviour of the other investors....