|
| << previous | next >> |
Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
Details for article 188 of 202 found articles
| Title: |
The Shapley decomposition for portfolio risk |
| Author: |
Mussard, Stephane Terraza, Virginie |
| Appeared in: |
Applied economics letters |
| Paging: | Volume 15 (2008) nr. 9 pages 713-715 |
| Year: |
2008-07 |
| Contents: |
The aim of this article is to provide an application of the Shapley value to decompose financial portfolio risk. Decomposing the sample covariance risk measure, gives us relative measures, which can be, classified securities of a portfolio according to risk scales. |
| Publisher: |
Routledge |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 188 of 202 found articles
| << previous | next >> |