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  • Aumann-Shapeley Values: A Technique for Better Attributions
    Provides simple examples and a mathematical defense of the method. Illustrates implementation using numerical ... application of the technique when there are discontinuities in the underlying exposure. risk measurement;market ...

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    • Authors: Joshua Boehme
    • Date: Aug 2013
    • Competency: Results-Oriented Solutions>Assess decision effectiveness
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Risk measurement - Finance & Investments