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Using the Shapley value of stocks as systematic risk
Haim Shalit
Department of Economics
Research output
:
Contribution to journal
›
Article
›
peer-review
15
Scopus citations
Overview
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Keyphrases
Shapley Value
100%
Systematic Risk
100%
Optimal Portfolio
33%
Value Theory
25%
Portfolio Analysis
16%
Financial Analysts
16%
Minimizing Risk
8%
Market Returns
8%
Relative Risk
8%
Design Methodology
8%
Risky Assets
8%
Game Theory
8%
Optimal Mean
8%
Underpricing
8%
Covariance
8%
Portfolio Risk
8%
Cooperative Game
8%
Stock Returns
8%
Daily Returns
8%
Beta Estimation
8%
Arbitrage Conditions
8%
Mean-variance Portfolio
8%
Systematic Risk Analysis
8%
Financial Optimization
8%
Risk Attributes
8%
Value Portfolios
8%
Portfolio Returns
8%
Joint Payoff
8%
Specific Assets
8%
Risk-based Security
8%
Value Investors
8%
Economics, Econometrics and Finance
Shapley Value
100%
Investors
25%
Value Theory
25%
Pricing
8%
Capital Market Returns
8%
Arbitrage
8%
Cooperative Game
8%