The link between the Shapley value and the beta factor (Q524900)

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The link between the Shapley value and the beta factor
scientific article

    Statements

    title
    The link between the Shapley value and the beta factor (English)
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    publication date
    27 April 2017
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    zbMATH Keywords
    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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    Identifiers

    Mathematics Subject Classification ID
    91A12
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    91G99
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    91B30
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    zbMATH DE Number
    6708393
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    OpenAlex ID
    W2521694569
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