The game-theoretic capital asset pricing model

DOI10.1016/j.ijar.2007.03.015zbMath1185.91088OpenAlexW2048690538WikidataQ62046721 ScholiaQ62046721MaRDI QIDQ2379329

Glenn R. Shafer, Vladimir Vovk

Publication date: 19 March 2010

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijar.2007.03.015

zbMATH Keywords

asset pricingimprecise probabilitiesCAPMgame-theoretic probabilityupper and lower probabilitiesasset performance

Mathematics Subject Classification ID

Applications of game theory (91A80) Microeconomic theory (price theory and economic markets) (91B24) Other game-theoretic models (91A40) Multistage and repeated games (91A20)

Related Items (1)

A betting interpretation for probabilities and Dempster-Shafer degrees of belief

Cites Work

• Probability and Finance
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