References
- Auvray, C. and Trannoy, A. (1992) Décomposition par source de l'inégalité des revenus à l'aide de la Valeur Shapley, Journées de Microéconomie Appliquées, Sfax, Tunisie
- Chantreuil, F. and Trannoy, A. (1999) Inequality decomposition values: the trade-off between marginality and consistency, Working Paper 9924, THEMA
- Markowitz , H. 1952 . Portfolio selection . Journal of Finance , 7 : 77 – 91 .
- Mussard , S. and Terraza , V. 2005 . Parametric and non-parametric measures of volatility: risk estimation via the gini decomposition and comparison with the value-at-risk . Frontiers in Finance and Economics , 1 : 141 – 56 .
- Sastre, M. and Trannoy, A. (2002) Shapley inequality decomposition by factor components: some methodological issues, in Inequalities: Theory, Experiments and Applications (Eds) P. Moyes, C. Seidl and A. F. Shorrocks, Journal of Economics, 9, 51–90
- Shapley , L. 1953 . “ A value for n-person games ” . In Contributions to the Theory of Games Edited by: Kuhn , H. W. and Tucker , A. W. Vol. 2 , Princeton University Press, . 2
- Shorrocks, A. F. (1999) Decomposition procedures for distributional analysis: a unified framework based on the shapley value, mimeo, University of Essex
![Supercharge Your Next Research Paper: Research and write your next paper with Jenni AI.]({"type":"image" , "src" : "/sda/112446/MPU-L1EB.png"})