The game-theoretic capital asset pricing model

Vladimir Vovk, Glenn Shafer

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)175-197
Number of pages23
JournalInternational Journal of Approximate Reasoning
Volume49
Issue number1
DOIs
Publication statusPublished - Sep 2008

Keywords

  • asset performance
  • asset pricing
  • CAPM
  • game-theoretic probability
  • imprecise probabilities
  • upper and lower probabilities
  • RISK

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