Allocation of portfolio risk and outside options: which is the best coalition structure value to solve the low-risk anomaly? (Q6562706)
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scientific article; zbMATH DE number 7872062
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Allocation of portfolio risk and outside options: which is the best coalition structure value to solve the low-risk anomaly? |
scientific article; zbMATH DE number 7872062 |
Statements
Allocation of portfolio risk and outside options: which is the best coalition structure value to solve the low-risk anomaly? (English)
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27 June 2024
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low-risk puzzle
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portfolio risk
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cooperative game theory
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CS games
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\(\chi\) value
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proportional value
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Wiese value
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