Synergy effect of cooperative investment

DOI10.1007/s10479-015-2051-xzbMath1406.91411OpenAlexW2227198884MaRDI QIDQ513649

Bogdan Grechuk, Michael Zabarankin

Publication date: 7 March 2017

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2381/36189

zbMATH Keywords

equilibriumutility functioncooperative gamerisk sharingcooperative investmentPareto-optimal allocation

Mathematics Subject Classification ID

Cooperative games (91A12) Utility theory (91B16) Portfolio theory (91G10)

Related Items

Extended gradient of convex function and capital allocation ⋮ Individual and cooperative portfolio optimization as linear program

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