Multi-Portfolio Optimization: A Potential Game Approach
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Publication:4578804
DOI10.1109/TSP.2013.2277839zbMath1395.91528OpenAlexW2019426825MaRDI QIDQ4578804
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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
Convex programming (90C25) Applications of game theory (91A80) Financial applications of other theories (91G80) Portfolio theory (91G10)
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