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Optimal portfolio selection as a bargaining game

  • Hierarchical Models And Computation
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  • First Online:
Dynamic Games in Economic Analysis

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 157))

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Bibliography

  • Bassetti A. (1990), "Bargaining and Optimal Investments", G. Ricci(ed.) Decision Processes in Economics: Lecture Notes in Economics and Mathematical Systems, Springer Verlag, Heidelberg.

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  • Copeland T.E., Weston J.F. (1988), "Financial Theory and Corporate Policy", Adison-Wesley Publishing Company, New York.

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  • Huang C., Litzenberger R.H. (1988), "Foundations for Financial Economics", North Holland, New York.

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  • Kalai E., Smorodinsky M.(1975), "Other Solutions to Nash's Bargaining Problem", Econometrica 43, 513–518.

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  • Nash J. (1950), "The Bargaining Problem", Econometrica 18, 155–162.

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Author information

Authors and Affiliations

  1. Department of Economics, University of Modena, Italy

    A. Bassetti & C. Torricelli

Authors
  1. A. Bassetti
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  2. C. Torricelli
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Editor information

Ralmo Pertti Hämäläinen Harri Kalevi Ehtamo

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© 1991 Springer-Verlag

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Bassetti, A., Torricelli, C. (1991). Optimal portfolio selection as a bargaining game. In: Hämäläinen, R.P., Ehtamo, H.K. (eds) Dynamic Games in Economic Analysis. Lecture Notes in Control and Information Sciences, vol 157. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0006247

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  • DOI: https://doi.org/10.1007/BFb0006247

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-53785-4

  • Online ISBN: 978-3-540-47096-0

  • eBook Packages: Springer Book Archive

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