Rank: 2706 based on 21 downloads (last 30 days) and 2 files submitted
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Hakan

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Files Posted by Hakan View all
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11 Feb 2013 Screenshot Shapley Portfolio Risk Decomposition Calculates the percentage contribution to risk of each asset/strategy/investment. Author: Hakan finance, statistics 15 0
11 Feb 2013 Screenshot Shapley Risk Decomposition of Portfolio Risk Calculates the percentage contribution to portfolio volatility of each investment. Author: Hakan finance, statistics, portfolio risk, contribution to risk, diversification 6 0
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finance, statistics, contribution to risk, diversification, game theory
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Updated   File Tags Downloads
(last 30 days) 		Comments Rating
11 Feb 2013 Screenshot Shapley Portfolio Risk Decomposition Calculates the percentage contribution to risk of each asset/strategy/investment. Author: Hakan finance, statistics 15 0
11 Feb 2013 Screenshot Shapley Risk Decomposition of Portfolio Risk Calculates the percentage contribution to portfolio volatility of each investment. Author: Hakan finance, statistics, portfolio risk, contribution to risk, diversification 6 0
07 Dec 2012 Screenshot Shapley Value for n-player Cooperative Games Efficiently computes the Shapley Value for cooperative games. For n=15 it takes about 30 seconds. Author: Twan Burg game theory 11 1
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