"Tail variance allocation, Shapley value, and the majorization problem."

Marcello Galeotti, Giovanni Rabitti (2024)

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DOI: 10.1017/JPR.2023.28

access: closed

type: Journal Article

metadata version: 2024-03-19

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Marcello Galeotti, Giovanni Rabitti:
Tail variance allocation, Shapley value, and the majorization problem. J. Appl. Probab. 61(1): 153-171 (2024)

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