On the Optimization of Investment Strategies in the Context of Virtual Financial Market by the Individual Approach to Risk

DOI10.15388/INFORMATICA.2014.13zbMath1316.91032OpenAlexW1735662619MaRDI QIDQ5262416

Jonas Mockus, Igor Katin, Joana Katina

Publication date: 15 July 2015

Published in: Informatica (Search for Journal in Brave)

Full work available at URL: http://content.iospress.com/articles/informatica/inf25-2-04

zbMATH Keywords

optimization Nash equilibrium utility theory portfolio problem stock exchange

Mathematics Subject Classification ID

Portfolio theory (91G10)

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