Weighted Shapley values of efficient portfolios
Haim Shalit
| Year of publication: |
2023
|
|---|---|
| Authors: | Shalit, Haim |
| Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 9.2023, 2/4, p. 31-38
|
| Subject: | Mean- variance portfolios | trading volume | risk valuation | Portfolio-Management | Portfolio selection | Theorie | Theory | Shapley-Wert | Shapley value | CAPM | Handelsvolumen der Börse | Trading volume |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3233/RDA-231507 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014473391