Allocation of portfolio risk and outside options: which is the best coalition structure value to solve the low-risk anomaly?
type: Item
instance of: scholarly article
title: Allocation of portfolio risk and outside options: which is the best coalition structure value to solve the low-risk anomaly?
zbMATH Open document ID: 1544.91288
author: Tobias Hiller
published in: International Game Theory Review
publication date: 2024-06-27T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91A12
zbMATH DE Number: 7872062
zbMATH Keywords: low-risk puzzle
zbMATH Keywords: portfolio risk
zbMATH Keywords: cooperative game theory
zbMATH Keywords: CS games
zbMATH Keywords: \(\chi\) value
zbMATH Keywords: proportional value
zbMATH Keywords: Wiese value
MaRDI profile type: Publication
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DOI: 10.1142/S0219198923500172
description: scientific article; zbMATH DE number 7872062