Multi-portfolio optimization: A potential game approach

Reference : Multi-portfolio optimization: A potential game approach


	Document type :	Scientific journals : Article
	Discipline(s) :	Business & economic sciences : Quantitative methods in economics & management
	To cite this reference:	http://hdl.handle.net/10993/33753

Title :	Multi-portfolio optimization: A potential game approach
Language :	English
Author, co-author :	Yang, Yang [University of Luxembourg > Interdisciplinary Centre for Security, Reliability and Trust (SNT) > >]
	Rubio, Francisco []
	Scutari, Gesualdo []
	Palomar, Daniel []
Publication date :	23-Aug-2013
Journal title :	IEEE Transactions on Signal Processing
Publisher :	IEEE
Peer reviewed :	Yes
ISSN :	1053-587X
Permalink :	http://hdl.handle.net/10993/33753
DOI :	10.1109/TSP.2013.2277839
Other URL :	http://ieeexplore.ieee.org/document/6576919/

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	File	Commentary	Version	Size	Access
Open access	MPO_draft_v23.pdf		Author postprint	1.84 MB	View/Open

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