Varying weights of marginal contributions: one approach to solving the low-risk puzzle?
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Publication:6562701
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Cites work
- scientific article; zbMATH DE number 3614541 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3078997 (Why is no real title available?)
- A note on regular semivalues
- An axiomatization of the \(\tau\)-value
- Cooperative games with coalition structures
- Game Theory and Cost Allocation Problems
- Games with permission structures: The conjunctive approach
- Graphs and Cooperation in Games
- How should the cost of joint risk capital be allocated for performance measurement?
- Mathematical Properties of the Banzhaf Power Index
- Multi-period semi-variance portfolio selection: model and numerical solution
- On weighted Shapley values
- Preservation of risk in capital markets
- Properties and comparison of risk capital allocation methods
- The Nucleolus of a Characteristic Function Game
- The link between the Shapley value and the beta factor
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