Chance-constrained games with mixture distributions
Shen Peng, Navnit Yadav, Abdel Lisser, Vikas Vikram Singh
| Year of publication: |
2021
|
|---|---|
| Authors: | Peng, Shen ; Yadav, Navnit ; Lisser, Abdel ; Vikas Vikram Singh |
| Subject: | Chance-constrained game | Mixture of elliptical distributions | Nash equilibrium | Portfolio | Spieltheorie | Game theory | Nash-Gleichgewicht | Statistische Verteilung | Statistical distribution | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00186-021-00747-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012618980