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Weighted Shapley Values of Efficient Portfolios

Shalit, Haim - 2022

Shapley value theory, which originally emerged from cooperative game theory, was established for the purpose of … cooperative games when players symmetry cannot be justified. I first present the weighted Shapley value theory and apply the model …

Persistent link: https://www.econbiz.de/10013403613

Weighted Shapley values of efficient portfolios

Shalit, Haim - 2021

Persistent link: https://www.econbiz.de/10014321396

Portfolio performance attribution via Shapley value

Moehle, Nicholas; Boyd, Stephen P.; Ang, Andrew - In: Journal of investment management : JOIM 20 (2022) 3, pp. 33-52

Persistent link: https://www.econbiz.de/10013465394

Allocation of risk capital in a cost cooperative game induced by a modified expected shortfall

Bernardi, Mauro; Cerqueti, Roy; Palestini, Arsen - In: Journal of the Operational Research Society 72 (2021) 3, pp. 628-641

Persistent link: https://www.econbiz.de/10012500976

Investment, depreciation and capital utilization

Bernstein, Jeffrey Ian; Nadiri, Mohammed Ishaq - 1988

Persistent link: https://www.econbiz.de/10000755204

The effect of straight-line and accelerated depreciation rules on risky investment decisions : an experimental study

Ackermann, Hagen; Fochmann, Martin - 2014

straight-line depreciation can increase the willingness to invest as hypothesized by theory. Additionally, we are able to …The aim of this study is to analyze how depreciation rules influence the decision behavior of investors. For this …

Persistent link: https://www.econbiz.de/10010344890

The effect of straight-line and accelerated depreciation rules on risky investment decisions : an experimental study

Ackermann, Hagen; Fochmann, Martin; Wolf, Nadja - In: International Journal of Financial Studies : open … 4 (2016) 4, pp. 1-26

straight-line depreciation can increase the willingness to invest as hypothesized by theory. However, this expected behavior is …The aim of this study is to analyze how depreciation rules influence the decision behavior of investors. For this …

Persistent link: https://www.econbiz.de/10011610141