Multi-Portfolio Optimization: A Potential Game Approach

DOI10.1109/TSP.2013.2277839MaRDI QIDQ4578804zbMATH OpenOpenAlexFDO

Authors

Publication date 22 August 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2013.2277839

Mathematics Subject Classification ID

Convex programming (90C25) Applications of game theory (91A80) Portfolio theory (91G10) Financial applications of other theories (91G80)

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Cited in

(8)

• Stock market prediction and portfolio selection models: a survey
• Equilibrium selection for multi-portfolio optimization
• A survey of static and dynamic potential games
• Portfolio decisions as games
• On synchronous, asynchronous, and randomized best-response schemes for stochastic Nash games
• A bilevel approach to ESG multi-portfolio selection
• Nonsmooth hierarchical multi portfolio selection
• Evolutionary-games approach for distributed predictive control involving resource allocation

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