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The Decision Theory of Hiring and Firing Advisors
Vovk, Vladimir
(PI)
Department of Computer Science
Centre for Machine Learning
Centre for Robust Inference in a Digital Economy (RIDE)
Project
:
Research
Overview
Research output
(9)
Research output
Research output per year
2011
2011
2012
2012
5
Working paper
2
Conference contribution
1
Article
1
Comment/debate
Research output per year
Research output per year
5 results
Publication Year, Title
(descending)
Publication Year, Title
(ascending)
Title
Type
Filter
Working paper
Search results
2011
A simplified Capital Asset Pricing Model
Vovk, V.
,
11 Nov 2011
,
6 p.
Research output
:
Working paper
File
812
Downloads (Pure)
Losing money with a high Sharpe ratio
Vovk, V.
,
4 Sept 2011
,
6 p.
Research output
:
Working paper
File
774
Downloads (Pure)
Probability-free pricing of adjusted American lookbacks
Philip Dawid, A.
,
de Rooij, S.
,
Grunwald, P.
,
M. Koolen, W.
,
Shafer, G.
,
Shen, A.
,
Vereshchagin, N.
&
Vovk, V.
,
20 Aug 2011
,
28 p.
Research output
:
Working paper
File
786
Downloads (Pure)
The Capital Asset Pricing Model as a corollary of the Black-Scholes model
Vovk, V.
,
23 Sept 2011
,
9 p.
Research output
:
Working paper
File
713
Downloads (Pure)
The efficient index hypothesis and its implications in the BSM model
Vovk, V.
,
11 Sept 2011
,
8 p.
Research output
:
Working paper
File
706
Downloads (Pure)