The game-theoretic capital asset pricing model

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	175-197
Number of pages	23
Journal	International Journal of Approximate Reasoning
Volume	49
Issue number	1
DOIs	https://doi.org/10.1016/j.ijar.2007.03.015
Publication status	Published - Sept 2008

Keywords

@article{734a9112a75845058bf61251da535120,

title = "The game-theoretic capital asset pricing model",

keywords = "asset performance, asset pricing, CAPM, game-theoretic probability, imprecise probabilities, upper and lower probabilities, RISK",

author = "Vladimir Vovk and Glenn Shafer",

year = "2008",

month = sep,

doi = "10.1016/j.ijar.2007.03.015",

language = "English",

volume = "49",

pages = "175--197",

journal = "International Journal of Approximate Reasoning",

issn = "0888-613X",

publisher = "Elsevier Inc.",

number = "1",

}

TY - JOUR

T1 - The game-theoretic capital asset pricing model

AU - Vovk, Vladimir

AU - Shafer, Glenn

PY - 2008/9

Y1 - 2008/9

KW - asset performance

KW - asset pricing

KW - CAPM

KW - game-theoretic probability

KW - imprecise probabilities

KW - upper and lower probabilities

KW - RISK

U2 - 10.1016/j.ijar.2007.03.015

DO - 10.1016/j.ijar.2007.03.015

M3 - Article

SN - 0888-613X

VL - 49

SP - 175

EP - 197

JO - International Journal of Approximate Reasoning

JF - International Journal of Approximate Reasoning

IS - 1

ER -