Portfolio decisions as games

DOI10.1080/00207728908910218zbMath0678.90010OpenAlexW2065424695MaRDI QIDQ3835248

Jati K. Sengupta

Publication date: 1989

Published in: International Journal of Systems Science (Search for Journal in Brave)

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

zbMATH Keywords

portfolio modelsmixed strategy solutionsEfficient decisions

Mathematics Subject Classification ID

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

Related Items (6)

The two-person and zero-sum matrix game with probabilistic linguistic information ⋮ A minimax portfolio selection strategy with equilibrium ⋮ Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization ⋮ Portfolio selection using R ⋮ Mean-variance-skewness model for portfolio selection with fuzzy returns ⋮ Two-person zero-sum game approach for fuzzy multiple attribute decision making problems

Cites Work

• Subjectivity and correlation in randomized strategies
• The use of Previous Experience in Reaching Statistical Decisions
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