Shapley-based risk rankings: some theoretical considerations
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DOI: 10.1007/s12232-023-00434-7
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More about this item
Keywords
Low-risk puzzle; Cooperative game theory; Shapley value;All these keywords.
JEL classification:
- C71 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Cooperative Games
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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