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Portfolio selection for managerial control

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  • Amihud, Y
  • Barnea, A

Abstract

The paper formulates a decision problem where stocks are purchased to maximize the voting power of the portfolio. The statistic representing the voting power is derived from game theoretic solutions namely the "Shapley Value". The tradeoff between the variance of the portfolio returns and the value of the voting power statistic is explicitly considered.

Suggested Citation

  • Amihud, Y & Barnea, A, 1974. "Portfolio selection for managerial control," Omega, Elsevier, vol. 2(6), pages 775-783, December.
    • Handle: RePEc:eee:jomega:v:2:y:1974:i:6:p:775-783
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    Cited by:

    1. Gianfranco Gambarelli & Serena Pesce, 2004. "Takeover prices and portfolio theory," Theory and Decision, Springer, vol. 56(1), pages 193-203, April.
    2. Luo, Cuicui & Seco, Luis & Wu, Lin-Liang Bill, 2015. "Portfolio optimization in hedge funds by OGARCH and Markov Switching Model," Omega, Elsevier, vol. 57(PA), pages 34-39.

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