Browsing by Author "Loyola Fuentes, Gino"

Now showing items 1-2 of 2

    • Alternative equilibria in two-period ultimatum bargaining with envy 
      Loyola Fuentes, Gino (Springer, 2017)
      A two-period ultimatum bargaining game is developed in which parties experience an envy-type externality coming from the surplus captured by their counterparts. Our assumptions on envy levels and outside opportunities allow ...
    • Mean-variance portfolio selection with the ordered weighted average 
      Laengle Scarlazetta, Sigifredo; Loyola Fuentes, Gino; Merigó Lindahl, José (IEEE, 2017)
      Portfolio selection is the theory that studies the pro-cess of selecting the optimal proportion of different assets. The firstapproach was introduced by Harry Markowitz and was based ona mean-variance framework. This paper ...