The link between the Shapley value and the beta factor (Q524900): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1007/S10203-016-0178-0 / rank | |||
Property / DOI | |||
Property / DOI: 10.1007/S10203-016-0178-0 / rank | |||
Normal rank |
Latest revision as of 20:27, 9 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The link between the Shapley value and the beta factor |
scientific article |
Statements
The link between the Shapley value and the beta factor (English)
0 references
27 April 2017
0 references
CAPM
0 references
beta factor
0 references
Shapley value
0 references
market risk
0 references
systematic risk
0 references
0 references
0 references