Decentralized Robust Portfolio Optimization Based on Cooperative-Competitive Multiagent Systems

Man-Fai Leung, Jun Wang 0002, Duan Li 0002. Decentralized Robust Portfolio Optimization Based on Cooperative-Competitive Multiagent Systems. IEEE T. Cybernetics, 52(12):12785-12794, 2022. [doi]

Abstract

Abstract is missing.