The link between the Shapley value and the beta factor (Q524900)
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scientific article; zbMATH DE number 6708393
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The link between the Shapley value and the beta factor |
scientific article; zbMATH DE number 6708393 |
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The link between the Shapley value and the beta factor (English)
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27 April 2017
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CAPM
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beta factor
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Shapley value
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market risk
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systematic risk
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