GAME-THEORETIC OPTIMAL PORTFOLIOS

被引：43
|
作者：
BELL, R
COVER, TM
机构：
[1] STANFORD UNIV,DEPT STAT,STANFORD,CA 94305
[2] STANFORD UNIV,DEPT ELECT ENGN,STANFORD,CA 94305
来源：
MANAGEMENT SCIENCE | 1988年 / 34卷 / 06期
关键词：
D O I：
10.1287/mnsc.34.6.724
中图分类号：
C93 [管理学];
学科分类号：
12 ; 1201 ; 1202 ; 120202 ;
摘要：
引用
收藏
页码：724 / 733
页数：10
相关论文
共 50 条
  • [1] Game-theoretic optimal portfolios in continuous time
    Garivaltis, Alex
    [J]. ECONOMIC THEORY BULLETIN, 2019, 7 (02) : 235 - 243
  • [2] Game-Theoretic Optimal Portfolios for Jump Diffusions
    Garivaltis, Alex
    [J]. GAMES, 2019, 10 (01):
  • [3] Game-theoretic optimal portfolios in continuous time
    Alex Garivaltis
    [J]. Economic Theory Bulletin, 2019, 7 : 235 - 243
  • [4] OPTIMAL INSPECTION WITH INADEQUATE RESOURCES - GAME-THEORETIC ANALYSIS
    GOLDMAN, AJ
    [J]. NOTICES OF THE AMERICAN MATHEMATICAL SOCIETY, 1976, 23 (01): : A219 - A219
  • [5] Game-theoretic probability
    Shafer, Glenn
    [J]. 2008 ANNUAL MEETING OF THE NORTH AMERICAN FUZZY INFORMATION PROCESSING SOCIETY, VOLS 1 AND 2, 2008, : 850 - 851
  • [6] Game-theoretic preliminaries
    不详
    [J]. INFORMATION DISSEMINATION IN CURRENCY CRISES, 2003, 527 : 33 - 52
  • [7] A Game-Theoretic Model of Cholera with Optimal Personal Protection Strategies
    Kobe, Julia
    Pritchard, Neil
    Short, Ziaqueria
    Erovenko, Igor, V
    Rychtar, Jan
    Rowell, Jonathan T.
    [J]. BULLETIN OF MATHEMATICAL BIOLOGY, 2018, 80 (10) : 2580 - 2599
  • [8] Game-Theoretic Approximate Solution of Nonlinear Optimal Control Problems
    Zaffar, Salman
    Asif, Talha
    [J]. 2022 UKACC 13TH INTERNATIONAL CONFERENCE ON CONTROL (CONTROL), 2022, : 1 - 6
  • [9] Game-Theoretic Methods for Functional Response and Optimal Foraging Behavior
    Cressman, Ross
    Krivan, Vlastimil
    Brown, Joel S.
    Garay, Jozsef
    [J]. PLOS ONE, 2014, 9 (02):
  • [10] The influence of contests on optimal clutch size: a game-theoretic model
    Mesterton-Gibbons, M
    Hardy, ICW
    [J]. PROCEEDINGS OF THE ROYAL SOCIETY B-BIOLOGICAL SCIENCES, 2004, 271 (1542) : 971 - 978
12345