Robust decentralized investment games

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buir.advisorPınar, Mustafa Ç.
dc.contributor.authorÇelik, Burak
dc.date.accessioned2016-09-09T11:55:56Z
dc.date.available2016-09-09T11:55:56Z
dc.date.copyright2016-09
dc.date.issued2016-09
dc.date.submitted2016-09-09
dc.descriptionCataloged from PDF version of article.en_US
dc.descriptionThesis (M.S.): Bilkent University, Department of Industrial Engineering, İhsan Doğramacı Bilkent University, 2016.en_US
dc.descriptionIncludes bibliographical references (leaves 52-53).en_US
dc.description.abstractIn the first part of the thesis, assuming a one-period economy with an investor and two portfolio managers who are experts in investing each in a risky asset (or an index) with first and second moment information available to all parties, we consider the problem of the principal in distributing her wealth optimally among the two managers as well as setting optimally the fees to the portfolio managers under the condition that the principal wants to safeguard against uncertainty in the expert forecasts of the managers regarding the mean return of assets. In the second part, simple games are devised to ensure a fair allocation of contracts between the two managers under the conditions assumed in the first part. Furthermore, the game concept is extended in which three or more managers are involved.en_US
dc.description.provenanceSubmitted by Betül Özen (ozen@bilkent.edu.tr) on 2016-09-09T11:55:56Z No. of bitstreams: 1 10124595.pdf: 309420 bytes, checksum: 9592be04c0472392f8f32bcd99f1ed05 (MD5)en
dc.description.provenanceMade available in DSpace on 2016-09-09T11:55:56Z (GMT). No. of bitstreams: 1 10124595.pdf: 309420 bytes, checksum: 9592be04c0472392f8f32bcd99f1ed05 (MD5) Previous issue date: 2016-09en
dc.description.statementofresponsibilityby Burak Çelik.en_US
dc.format.extentviii, 53 leaves : charts.en_US
dc.identifier.itemidB154017
dc.identifier.urihttp://hdl.handle.net/11693/32206
dc.language.isoEnglishen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectRobust optimizationen_US
dc.subjectDecentralized investmenten_US
dc.subjectGame theoryen_US
dc.titleRobust decentralized investment gamesen_US
dc.title.alternativeMerkezi olmayan gürbüz yatırım oyunlarıen_US
dc.typeThesisen_US
thesis.degree.disciplineIndustrial Engineering
thesis.degree.grantorBilkent University
thesis.degree.levelMaster's
thesis.degree.nameMS (Master of Science)

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