Multi-portfolio optimization: A potential game approach

Yang, Yang; Rubio, Francisco; Scutari, Gesualdo; Palomar, Daniel

doi:10.1109/TSP.2013.2277839

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Article (Scientific journals)

Multi-portfolio optimization: A potential game approach

Yang, Yang; Rubio, Francisco; Scutari, Gesualdo et al.

2013 • In IEEE Transactions on Signal Processing

Peer Reviewed verified by ORBi

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https://hdl.handle.net/10993/33753

DOI
10.1109/TSP.2013.2277839

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Disciplines :

Quantitative methods in economics & management

Author, co-author :

Yang, Yang ; University of Luxembourg > Interdisciplinary Centre for Security, Reliability and Trust (SNT)

Rubio, Francisco

Scutari, Gesualdo

Palomar, Daniel

External co-authors :

yes

Language :

English

Title :

Multi-portfolio optimization: A potential game approach

Publication date :

23 August 2013

Journal title :

IEEE Transactions on Signal Processing

ISSN :

1053-587X

Publisher :

IEEE

Peer reviewed :

Peer Reviewed verified by ORBi

Additional URL :

http://ieeexplore.ieee.org/document/6576919/

Available on ORBilu :

since 18 December 2017

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