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