Chance-constrained games with mixture distributions (Q2238757)
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scientific article; zbMATH DE number 7418767
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Chance-constrained games with mixture distributions |
scientific article; zbMATH DE number 7418767 |
Statements
Chance-constrained games with mixture distributions (English)
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2 November 2021
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chance-constrained game
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mixture of elliptical distributions
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Nash equilibrium
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portfolio
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0.8913832902908325
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0.8817410469055176
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0.8770134449005127
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0.8658653497695923
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0.8452278971672058
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