“…For example, dynamic models of portfolio construction — e.g., rebalancing assets weights — could be modeled and analyzed using dynamic/evolutionary cooperative game theory (see Newton, 2018, for an overview and Casajus et al, 2020, for some new insights). Second, the analysis could be extended to other versions of the χ value (Hiller, 2011) like the nucleolus (Schmeidler, 1969), the normalized Banzhaf value (Banzhaf, 1965; van den Brink & van der Laan, 1998), or the τ value (Tijs, 1987). In addition, other efficient concepts in capital market theory for distributing portfolio risk to individual assets like the activity‐based method can be used as a base for an χ version.…”