The St. Petersburg paradox and capital asset pricing

DOI10.1007/S10436-015-0269-XzbMath1398.91705OpenAlexW2207397480MaRDI QIDQ300681

Assaf Eisdorfer, Carmelo Giaccotto

Publication date: 28 June 2016

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-015-0269-x

zbMATH Keywords

capital asset pricing model (CAPM)dividend discount modelequity valuationSt. Petersburg paradoxstochastic dividends

Mathematics Subject Classification ID

Applications of game theory (91A80) Actuarial science and mathematical finance (91G99)

Cites Work

• The St. Petersburg gamble and risk
• On the St. Petersburg Paradox
• Analysis of autoregressive-moving average models: Estimation and prediction
• Risk Aversion in the Small and in the Large
• Exposition of a New Theory on the Measurement of Risk

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