Varying weights of marginal contributions: one approach to solving the low-risk puzzle?

DOI10.1142/S0219198923500147zbMATH Open1544.91287MaRDI QIDQ6562701FDOQ6562701

Authors: Tobias Hiller 

Publication date: 27 June 2024

Published in: International Game Theory Review (Search for Journal in Brave)

zbMATH Keywords

cooperative game theoryportfolio risksemi valuelow-risk puzzle

Mathematics Subject Classification ID

Cooperative games (91A12) Portfolio theory (91G10)

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Cited In (1)

• Allocation of portfolio risk and outside options: which is the best coalition structure value to solve the low-risk anomaly?

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