The Game-Theoretic Capital Asset Pricing Model Vladimir Vovk Glenn Shafer∗ March 3, 2002 ∗ Vovk - Capital asset pricing model - Document - PDFSEARCH.IO

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	The Game-Theoretic Capital Asset Pricing Model Vladimir Vovk Glenn Shafer∗ March 3, 2002 ∗ Vovk Add to Reading List Document Date: 2003-01-07 13:04:26 Open Document File Size: 393,63 KB Share Result on Facebook Company Weston / / Event Bankruptcy / / Facility University of London / Rutgers University / / IndustryTerm marginal utilities / / Organization Department of Computer Science / Graduate School / Rutgers University / School of Management / University of London / / Position Player / / ProvinceOrState Copeland / / SocialTag Economics Financial markets Investment Capital asset pricing model Black–Scholes Efficient-market hypothesis Volatility Security market line Modern portfolio theory Financial economics

The Game-Theoretic Capital Asset Pricing Model Vladimir Vovk Glenn Shafer∗ March 3, 2002 ∗ VovkAdd to Reading List