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The Shapley value decomposition of optimal portfolios

Crossref DOI link: https://doi.org/10.1007/s10436-020-00380-2

Published Online: 2020-11-27

Published Print: 2021-03

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Shalit, Haim https://orcid.org/0000-0003-4359-4614
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Text and Data Mining valid from 2020-11-27

Version of Record valid from 2020-11-27
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Article History

Received: 23 September 2020

Accepted: 28 October 2020

First Online: 27 November 2020