Portfolio decisions as games

DOI10.1080/00207728908910218MaRDI QIDQ3835248zbMATH OpenOpenAlexFDO

Authors J. K. Sengupta

Publication date 1989

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207728908910218

zbMATH Keywords

Efficient decisionsmixed strategy solutionsportfolio models

Mathematics Subject Classification ID

2-person games (91A05) Multistage and repeated games (91A20) Other game-theoretic models (91A40) Decision theory (91B06) Portfolio theory (91G10)

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Cites work

• scientific article; zbMATH DE number 3593242 (Why is no real title available?)
• scientific article; zbMATH DE number 3795200 (Why is no real title available?)
• Subjectivity and correlation in randomized strategies
• The use of Previous Experience in Reaching Statistical Decisions

Cited in

(18)

• Mean-variance-skewness model for portfolio selection with fuzzy returns
• A game model of making investment decision
• A minimax portfolio selection strategy with equilibrium
• Evaluation of portfolio decision improvements by Markov modulated diffusion processes: a Shapley value approach
• On different aspects of portfolio optimization
• A quantile game for portfolio construction in the Ornstein-Uhlenbeck model
• Portfolio selection using R
• Application of stochastic matrix game in investment decision-making
• Game-Theoretic Optimal Portfolios
• Mixed strategy and information theory in optimal portfolio choice
• scientific article; zbMATH DE number 177101 (Why is no real title available?)
• Gaming Performance Fees By Portfolio Managers
• A Model to Coordinate Interests in Investment Management
• The two-person and zero-sum matrix game with probabilistic linguistic information
• On nontraditional problems of portfolio management
• Models of decision-making in a game with nature under conditions of probabilistic uncertainty
• Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization
• Two-person zero-sum game approach for fuzzy multiple attribute decision making problems

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