A cooperative bargaining framework for decentralized portfolio optimization
type: Item
instance of: scholarly article
title: A cooperative bargaining framework for decentralized portfolio optimization
zbMATH Open document ID: 1505.91344
author: F. Benita
author: Stefano Nasini
author: Rabia Nessah
published in: Journal of Mathematical Economics
publication date: 2022-12-06T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91A12
Mathematics Subject Classification ID: 91A80
zbMATH DE Number: 7626985
zbMATH Keywords: cooperative bargaining
zbMATH Keywords: portfolio optimization
zbMATH Keywords: bilevel optimization
zbMATH Keywords: knapsack problem
MaRDI profile type: Publication
full work available at URL: j.jmateco.2022.102789
OpenAlex ID: W4310067978
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DOI: 10.1016/J.JMATECO.2022.102789
description: scientific article; zbMATH DE number 7626985