2 citations · 2 across the 2 of their papers we have counts for
2 papers
math.OC2026
A Distributed Method for Cooperative Transaction Cost Mitigation
Nikhil Devanathan, Logan Bell, Dylan Rueter +1
Funds at large portfolio management firms may consist of many portfolio managers (PMs), each managing a portion of the fund and optimizing a distinct objective. Although the PMs de…
stat.CO2023★ 2 cited
Efficient Shapley Performance Attribution for Least-Squares Regression
Logan Bell, Nikhil Devanathan, Stephen Boyd
We consider the performance of a least-squares regression model, as judged by out-of-sample . Shapley values give a fair attribution of the performance of a model to its input…