Lorenzo Lampariello, Christoph Neumann, Jacopo M. Ricci, Simone Sagratella, Oliver Stein. Equilibrium selection for multi-portfolio optimization. European Journal of Operational Research, 295(1):363-373, 2021. [doi]
@article{LamparielloNRSS21,
title = {Equilibrium selection for multi-portfolio optimization},
author = {Lorenzo Lampariello and Christoph Neumann and Jacopo M. Ricci and Simone Sagratella and Oliver Stein},
year = {2021},
doi = {10.1016/j.ejor.2021.02.033},
url = {https://doi.org/10.1016/j.ejor.2021.02.033},
researchr = {https://researchr.org/publication/LamparielloNRSS21},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {295},
number = {1},
pages = {363-373},
}