The Game-Theoretic Capital Asset Pricing Model

Research output: Working paper

Original language	English
Publication status	Published - 1 Nov 2001

Cite this

@techreport{3fbf94f6655e4e9885063569825a12d6,

title = "The Game-Theoretic Capital Asset Pricing Model",

author = "Vladimir Vovk and Glenn Shafer",

note = "The Game-Theoretic Probability and Finance project, http://probabilityandfinance.com, Working Paper 1.",

year = "2001",

month = nov,

day = "1",

language = "English",

type = "WorkingPaper",

}