Efficient asset allocation: Application of game theory-based model for superior performance
Year of publication: |
2022
|
---|---|
Authors: | Sikalo, Mirza ; Arnaut-Berilo, Almira ; Zaimovic, Azra |
Published in: |
International Journal of Financial Studies. - Basel : MDPI, ISSN 2227-7072. - Vol. 10.2022, 1, p. 1-15
|
Publisher: |
Basel : MDPI |
Subject: | COVID-19 crisis | game theory | portfolio diversification | portfolio optimization | portfolio risk |
-
Efficient asset allocation : application of game theory-based model for superior performance
Sikalo, Mirza, (2022)
-
The spatial impact of cultural distances on home bias across Asian emerging markets
Kim, Heeho, (2017)
-
Time-varying dependence of Bitcoin
Haffar, Adlane, (2022)
- More ...
-
Efficient asset allocation : application of game theory-based model for superior performance
Sikalo, Mirza, (2022)
-
A combined AHP-PROMETHEE approach for portfolio performance comparison
Sikalo, Mirza, (2023)
-
How Efficient Are Bosnian Stock Market Indexes?
Arnaut-Berilo, Almira, (2012)
- More ...