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Portfolio decisions as games

 

作者: JATIK. SENGUPTA,  

 

期刊: International Journal of Systems Science  （Taylor Available online 1989）
卷期: Volume 20, issue 8  

页码: 1323-1334

 

ISSN:0020-7721

 

年代: 1989

 

DOI:10.1080/00207728908910218

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

Efficient decisions in portfolio models are modelled here as two-person games, which may be both zero-sum and non-zero-sum. In the zero-sum case, mixed strategy solutions are characterized in different ways in both static and dynamic games and it is shown that the traditional solutions of mean variance portfolio theory can be generalized considerably.

 

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