The link between the Shapley value and the beta factor
Year of publication: |
November 2016
|
---|---|
Authors: | Ortmann, Karl Michael |
Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 39.2016, 2, p. 311-325
|
Subject: | CAPM | Beta factor | Shapley value | Market risk | Systematic risk | Theorie | Theory | Betafaktor | Beta risk | Shapley-Wert |
-
Continuous and jump betas : implications for portfolio diversification
Alexeev, Vitali, (2016)
-
Verifying capital asset pricing model in Greek capital market
Khudoykulov, Khurshid, (2016)
-
The classical approaches to testing the unconditional CAPM : UK evidence
Laura, Mehnaz Roushan, (2017)
- More ...
-
On the efficient utilisation of duration
Dierkes, Thomas, (2015)
-
Preservation of differences, potential, conservity
Ortmann, Karl Michael, (1996)
-
Conservation of energy in value theory
Ortmann, Karl Michael, (1998)
- More ...