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In these concepts, the marginal contributions of assets to risks of subsets of the portfolio are used to allocate portfolio risk to assets. In this article, beyond the marginal contributions, a structure on a set of assets is considered in the allocation of portfolio risk. This structure can model the branch, firm size or the region of the assets. Specifically, the Myerson value and the Spectrum value of cooperative game theory are applied. We show the application by means of a simulation study. 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