Hedging, Pareto optimality, and good deals
From MaRDI portal
Publication:364733
DOI10.1007/s10957-012-0209-0zbMath1273.91415MaRDI QIDQ364733
Keivan Mallahi Karai, Hirbod Assa
Publication date: 9 September 2013
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-012-0209-0
91B32: Resource and cost allocation (including fair division, apportionment, etc.)
91G10: Portfolio theory
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