Information pooling game in multi-portfolio optimization

MaRDI QIDQ4556097zbMATH OpenFDO

Authors Jing Fu

Publication date 23 November 2018

zbMATH Keywords

horizontal fairnessinformation poolingmulti-portfolio optimizationvertical fairness

Mathematics Subject Classification ID

Cooperative games (91A12) Portfolio theory (91G10)

Recommendations

• Fairness and efficiency in multiportfolio optimization
• Equilibrium selection for multi-portfolio optimization
• A cooperative bargaining framework for decentralized portfolio optimization
• Optimal trading with differing trade signals
• On different aspects of portfolio optimization

Cited in

(2)

• Fairness and efficiency in multiportfolio optimization
• Multi-Portfolio Optimization: A Potential Game Approach

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