𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Multi-Portfolio Optimization: A Potential Game Approach

✍ Scribed by Yang, Yang; Rubio, Francisco; Scutari, Gesualdo; Palomar, Daniel P.

Book ID
120972943
Publisher
IEEE
Year
2013
Tongue
English
Weight
504 KB
Volume
61
Category
Article
ISSN
1053-587X

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Fuzzy portfolio optimization a quadratic
Fuzzy portfolio optimization a quadratic programming approach
✍ E. Ammar; H.A. Khalifa πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 126 KB

The topic of this paper is as, the title shows, to introduce the formulation of fuzzy portfolio optimization problem as a convex quadratic programming approach and then give an acceptable solution to such problem. A numerical example included in the support of this paper for illustration.