Weighted Shapley values of efficient portfolios
Year of publication: |
2023
|
---|---|
Authors: | Shalit, Haim |
Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 9.2023, 2/4, p. 31-38
|
Subject: | Mean- variance portfolios | trading volume | risk valuation | Theorie | Theory | Portfolio-Management | Portfolio selection | CAPM |
-
Long horizons, high risk aversion, and endogenous spreads
Guasoni, Paolo, (2015)
-
A heterogeneous agents equilibrium model for the term structure of bond market liquidity
Schuster, Philipp, (2016)
-
Pump up the volume: income risk and counter-cyclical asset trading
Sarolli, Gian Domenico, (2016)
- More ...
-
PORTFOLIO SELECTION PROBLEMS CONSISTENT WITH GIVEN PREFERENCE ORDERINGS
LOZZA, SERGIO ORTOBELLI, (2013)
-
MeanāGini hedging in futures markets
Shalit, Haim, (1995)
-
PORTFOLIO RISK MANAGEMENT USING THE LORENZ CURVE
Shalit, Haim, (2010)
- More ...