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Whereas their articles uses several simulation settings to illustrate that cooperative game theory may have the potential to solve the low-risk puzzle, we calculate for the three-asset case the conditions for partial ranking corrections between assets. Hence, our note could be interpreted as theoretical counterpart to Auer and Hiller (Int J Finance Econ 24(2):884\u2013889, 2019; Manag Decis Econ 42(4):876\u2013884, 2021).<\/jats:p>","DOI":"10.1007\/s12232-023-00434-7","type":"journal-article","created":{"date-parts":[[2023,10,17]],"date-time":"2023-10-17T08:02:08Z","timestamp":1697529728000},"update-policy":"http:\/\/dx.doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["Shapley-based risk rankings: some theoretical considerations"],"prefix":"10.1007","author":[{"given":"Tobias","family":"Hiller","sequence":"first","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2023,10,17]]},"reference":[{"key":"434_CR1","doi-asserted-by":"crossref","unstructured":"Algaba E, Prieto A, Saavedra-Nieves A (2023) Risk analysis sampling methods in terrorist networks based on the Banzhaf value. 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