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  1. Research Outputs

Optimal portfolio selection as a Bargaining game

Chapter
Publication Date:
1991
Short description:
Optimal portfolio selection as a Bargaining game / Bassetti, A., Torricelli, C. (LECTURE NOTES IN CONTROL AND INFORMATION SCIENCE). - In: Lecture Notes in Control and Information Sciences / HAMALAINEN R.P.; EHTAMO H.. - STAMPA. - [s.l], 1991. - pp. 249-259 [10.1007/bfb0006247]
abstract:
The optimal portfolio is determined as the solution of a bargaining game between two personalities that are assumed to characterise an investor with different risk-aversion.
Iris type:
Capitolo/Saggio
Keywords:
Optimal portfolio; Bargaining game; risk-aversion
List of contributors:
Bassetti, Antonietta; Torricelli, Costanza
Authors of the University:
TORRICELLI Costanza
Handle:
https://iris.unimore.it/handle/11380/462582
Book title:
Lecture Notes in Control and Information Sciences
Published in:
LECTURE NOTES IN CONTROL AND INFORMATION SCIENCE
Series
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