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A note on Guo and Xiao's (2016) results on monotonic functions of the Sharpe ratio

Auer, Benjamin R. - In: Finance research letters 24 (2018), pp. 289-290

Persistent link: https://www.econbiz.de/10011982607

Portfolio structures : can they contribute to solving the low-risk puzzle?

Hiller, Tobias - In: Managerial and decision economics : MDE ; the … 44 (2023) 7, pp. 4193-4200

Persistent link: https://www.econbiz.de/10014341120

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

Hiller, Tobias - In: International game theory review : IGTR 26 (2024) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10014490298

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

Hiller, Tobias - In: International game theory review : IGTR 26 (2024) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10014490342

Allocation of portfolio risk and outside options

Hiller, Tobias - In: Managerial and decision economics : MDE ; the … 43 (2022) 7, pp. 2845-2848

Persistent link: https://www.econbiz.de/10013466784

Cooperative game theory of hierarchies : one approach to solving the low-risk puzzle?

Hiller, Tobias - In: Risks : open access journal 13 (2025) 5, pp. 1-20

In this article, we extend the application of cooperative game theory to the so-called low-risk puzzle. Specifically, we apply concepts that consider hierarchies on the assets in the allocation of portfolio risk. These hierarchies have not previously been considered in portfolio risk allocation...

Persistent link: https://www.econbiz.de/10015409028