Showing 1 - 4 of 4
Persistent link: https://www.econbiz.de/10012298719
Persistent link: https://www.econbiz.de/10014321396
Persistent link: https://www.econbiz.de/10014486908
Shapley value theory, which originally emerged from cooperative game theory, was established for the purpose of measuring the exact contribution of agents playing the game. Subsequently, the Shapley value was used in finance to decompose the risk of optimal portfolios, attributing to the various...
Persistent link: https://www.econbiz.de/10013403613