Allocation of portfolio risk and outside options : which is the best coalition structure value to solve the low-risk anomaly?
Year of publication: |
2024
|
---|---|
Authors: | Hiller, Tobias |
Published in: |
International game theory review : IGTR. - Singapore [u.a.] : World Scientific, ISSN 0219-1989, ZDB-ID 2032113-2. - Vol. 26.2024, 1, Art.-No. 2350017, p. 1-13
|
Subject: | cooperative game theory | CS games | Low-risk puzzle | portfolio risk | proportional value | Wiese value | x value | Portfolio-Management | Portfolio selection | Kooperatives Spiel | Cooperative game | Koalition | Coalition | Spieltheorie | Game theory |
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