Pages that link to "Item:Q2036001"
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The following pages link to The Shapley value decomposition of optimal portfolios (Q2036001):
Displaying 6 items.
- The link between the Shapley value and the beta factor (Q524900) (← links)
- Evaluation of portfolio decision improvements by Markov modulated diffusion processes: a Shapley value approach (Q2008314) (← links)
- On decomposing net final values: EVA, SVA and shadow project (Q2502391) (← links)
- A Shapley Value Index for Market Basket Analysis: Efficient Computation Using an Harsanyi Dividend Representation (Q6173044) (← links)
- Risk allocation through shapley decompositions, with applications to variable annuities (Q6174080) (← links)
- Responsible investing and portfolio selection: a Shapley-CVaR approach (Q6666737) (← links)