The following pages link to Portfolio decisions as games (Q3835248):
Displaying 14 items.
- On nontraditional problems of portfolio management (Q643776) (← links)
- Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization (Q724371) (← links)
- Two-person zero-sum game approach for fuzzy multiple attribute decision making problems (Q812601) (← links)
- Mean-variance-skewness model for portfolio selection with fuzzy returns (Q1038405) (← links)
- A game model of making investment decision (Q1607484) (← links)
- A minimax portfolio selection strategy with equilibrium (Q1779559) (← links)
- Evaluation of portfolio decision improvements by Markov modulated diffusion processes: a Shapley value approach (Q2008314) (← links)
- On different aspects of portfolio optimization (Q2369188) (← links)
- A quantile game for portfolio construction in the Ornstein-Uhlenbeck model (Q2694175) (← links)
- Portfolio selection using R (Q3388813) (← links)
- Game-Theoretic Optimal Portfolios (Q3795445) (← links)
- Mixed strategy and information theory in optimal portfolio choice (Q3830774) (← links)
- Gaming Performance Fees By Portfolio Managers (Q5392673) (← links)
- The two-person and zero-sum matrix game with probabilistic linguistic information (Q6092037) (← links)