The Shapley value decomposition of optimal portfolios.
- Published in:
- Annals of Finance, 2021, v. 17, n. 1, p. 1, doi. 10.1007/s10436-020-00380-2
- By:
- Publication type:
- Article
Works matching IS 16142446 AND DT 2021 AND VI 17 AND IP 1
Results: 5
1
2
Heterogeneous beliefs, monetary policy, and stock price volatility.
- Published in:
- Annals of Finance, 2021, v. 17, n. 1, p. 79, doi. 10.1007/s10436-020-00379-9
- By:
- Publication type:
- Article
3
Two price economic equilibria and financial market bid/ask prices.
- Published in:
- Annals of Finance, 2021, v. 17, n. 1, p. 27, doi. 10.1007/s10436-020-00377-x
- By:
- Publication type:
- Article
4
Learning from prices: information aggregation and accumulation in an asset market.
- Published in:
- Annals of Finance, 2021, v. 17, n. 1, p. 45, doi. 10.1007/s10436-020-00378-w
- By:
- Publication type:
- Article
5
Bank default indicators with volatility clustering.
- Published in:
- Annals of Finance, 2021, v. 17, n. 1, p. 127, doi. 10.1007/s10436-020-00369-x
- By:
- Publication type:
- Article