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1
A concise axiomatization of a Shapley-type value for stochastic
coalition
processes
Faigle, Ulrich
;
Grabisch, Michel
- In:
Economic theory bulletin
1
(
2013
)
2
,
pp. 189-199
Persistent link: https://www.econbiz.de/10010345918
Saved in:
2
A note on values for Markovian
coalition
processes
Faigle, Ulrich
;
Grabisch, Michel
- In:
Economic theory bulletin
1
(
2013
)
2
,
pp. 111-122
Persistent link: https://www.econbiz.de/10010345933
Saved in:
3
Fair allocation of capital growth
Ortmann, Karl Michael
- In:
Operational research : an international journal
16
(
2016
)
2
,
pp. 181-196
Persistent link: https://www.econbiz.de/10011723860
Saved in:
4
The allocation of aggregate
risk
, secondary market trades, and financial boom-bust cycles
Beaudry, Paul
;
Lahiri, Amartya
- In:
Journal of money, credit and banking : JMCB
46
(
2014
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10010464164
Saved in:
5
The
risk
parity portfolio and the low-
risk
asset anomaly
Omori, Kozo
- In:
Public policy review
9
(
2013
)
3
,
pp. 491-513
Persistent link: https://www.econbiz.de/10010190451
Saved in:
6
On fairness of systemic
risk
measures
Biagini, Francesca
;
Fouque, Jean-Pierre
;
Frittelli, Marco
; …
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 513-564
Persistent link: https://www.econbiz.de/10012253395
Saved in:
7
Risk
allocation and financial intermediation
Goussebaïle, Arnaud
- In:
Mathematical social sciences
120
(
2022
),
pp. 78-84
Persistent link: https://www.econbiz.de/10013502727
Saved in:
8
Farsighted coalitional stability in TU-games
Béal, Sylvain
;
Durieu, Jacques
;
Solal, Philippe
- In:
Mathematical social sciences
56
(
2008
)
3
,
pp. 303-313
Persistent link: https://www.econbiz.de/10003780808
Saved in:
9
Dynamic games with coalitional structures
Petrosjan, Leon A.
;
Mamkina, Svetlana
- In:
International game theory review
8
(
2006
)
2
,
pp. 295-307
Persistent link: https://www.econbiz.de/10003347428
Saved in:
10
Marginal contributions and externalities in the value
De Clippel, Geoffroy
;
Serrano, Roberto
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
6
,
pp. 1413-1436
Persistent link: https://www.econbiz.de/10003797074
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