Risk Attribution Using the Shapley Value: Methodology and Policy Applications
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Publication:4555585
DOI10.1093/rof/rfv028zbMath1402.91994OpenAlexW2335900909MaRDI QIDQ4555585
Claudio Borio, Nikola Tarashev, Kostas Tsatsaronis
Publication date: 20 November 2018
Published in: Review of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/rof/rfv028
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