The choice of portfolio based on the theory of cooperative games Cover Image

The choice of portfolio based on the theory of cooperative games
The choice of portfolio based on the theory of cooperative games

Author(s): Anna Sroczyńska-Baron
Subject(s): Methodology and research technology, Financial Markets
Published by: Masarykova univerzita
Keywords: portfolio; cooperative games; player;
Summary/Abstract: The theory of games as a domain of mathematics is one of the methods proper for making decisions in the world of economics when we do not know how the other subjects are going to act. It seems to be a suitable tool for gambling on the stock exchange. During gambling on the stock exchange the problem of the choice of proper portfolio appears. The player wants both great profit and low risk. It is reasonable to limitthe choice only to portfolios which belong to the effective set.