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- W3029145905 abstract "This research suggests a Nash equilibria model for the selection of investment portfolios. The components of portfolio are found by solving linear programming task with binary variables. In the experimental part of the research ineffective portfolios exerted from this model are tested referring to the statistical data of the stock market indexes of several countries. Realizations of the suggested portfolios are compared to realizations of effective portfolios." @default.
- W3029145905 created "2020-06-05" @default.
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- W3029145905 date "2009-12-20" @default.
- W3029145905 modified "2023-10-17" @default.
- W3029145905 title "Bimatrix game model for the selection of investment portfolio" @default.
- W3029145905 doi "https://doi.org/10.15388/lmr.2009.58" @default.
- W3029145905 hasPublicationYear "2009" @default.
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