Pages that link to "Item:Q1617328"
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The following pages link to Variance allocation and Shapley value (Q1617328):
Displaying 8 items.
- The Shapley value decomposition of optimal portfolios (Q2036001) (← links)
- Variance Reduction for Estimation of Shapley Effects and Adaptation to Unknown Input Distribution (Q3296926) (← links)
- On Shapley Value for Measuring Importance of Dependent Inputs (Q4636414) (← links)
- Shapley and Banzhaf Values as Probability Transformations (Q4957444) (← links)
- Pooling Risk Games (Q5012897) (← links)
- On the comparison of Shapley values for variance and standard deviation games (Q5152514) (← links)
- Tail variance allocation, Shapley value, and the majorization problem (Q6198966) (← links)
- Responsible investing and portfolio selection: a Shapley-CVaR approach (Q6666737) (← links)