Weighted Shapley Values of Efficient Portfolios
Year of publication: |
[2022]
|
---|---|
Authors: | Shalit, Haim |
Publisher: |
[S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Kooperatives Spiel | Cooperative game | Shapley-Wert | Shapley value |
Extent: | 1 Online-Ressource (21 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 30, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4176877 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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