Pages that link to "Item:Q4555585"
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The following pages link to Risk Attribution Using the Shapley Value: Methodology and Policy Applications (Q4555585):
Displaying 11 items.
- A review of bank efficiency and productivity (Q1633088) (← links)
- The Shapley value decomposition of optimal portfolios (Q2036001) (← links)
- Coalitional games for networked controllers with constraints on semivalues: a randomized design approach (Q2096115) (← links)
- Forward-looking solvency contagion (Q2338548) (← links)
- Rollover risk and endogenous network dynamics (Q2438071) (← links)
- Systemic risk components and deposit insurance premia (Q2873037) (← links)
- Multilayer information spillover networks: measuring interconnectedness of financial institutions (Q5014249) (← links)
- (Q5053199) (← links)
- Assessment of Systemic Risk in the Polish Banking Industry (Q5198085) (← links)
- Risk allocation through shapley decompositions, with applications to variable annuities (Q6174080) (← links)
- Responsible investing and portfolio selection: a Shapley-CVaR approach (Q6666737) (← links)