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Copula-opinion pooling with complex opinions

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  • Joseph Simonian

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  • Joseph Simonian, 2014. "Copula-opinion pooling with complex opinions," Quantitative Finance, Taylor & Francis Journals, vol. 14(6), pages 941-946, June.
    • Handle: RePEc:taf:quantf:v:14:y:2014:i:6:p:941-946
    DOI: 10.1080/14697688.2013.812234
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    References listed on IDEAS

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    1. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
    2. Sergiu Hart, 2006. "Shapley Value," Discussion Paper Series dp421, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    3. Monderer, Dov & Samet, Dov, 2002. "Variations on the shapley value," Handbook of Game Theory with Economic Applications, in: R.J. Aumann & S. Hart (ed.), Handbook of Game Theory with Economic Applications, edition 1, volume 3, chapter 54, pages 2055-2076, Elsevier.
    4. Osherson, Daniel & Vardi, Moshe Y., 2006. "Aggregating disparate estimates of chance," Games and Economic Behavior, Elsevier, vol. 56(1), pages 148-173, July.
    5. Gilles, Robert P & Owen, Guillermo & van den Brink, Rene, 1992. "Games with Permission Structures: The Conjunctive Approach," International Journal of Game Theory, Springer;Game Theory Society, vol. 20(3), pages 277-293.
    6. Derks, Jean & Peters, Hans, 1993. "A Shapley Value for Games with Restricted Coalitions," International Journal of Game Theory, Springer;Game Theory Society, vol. 21(4), pages 351-360.
    7. Joseph Simonian, 2012. "A formal methodology for aggregating multiple market views," Applied Financial Economics, Taylor & Francis Journals, vol. 22(14), pages 1175-1179, July.
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    Cited by:

    1. N. Banholzer & S. Heiden & D. Schneller, 2019. "Exploiting investor sentiment for portfolio optimization," Business Research, Springer;German Academic Association for Business Research, vol. 12(2), pages 671-702, December.
    2. Eranda c{C}ela & Stephan Hafner & Roland Mestel & Ulrich Pferschy, 2022. "Integrating multiple sources of ordinal information in portfolio optimization," Papers 2211.00420, arXiv.org, revised Jul 2023.

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