The game-theoretic capital asset pricing model.
Vladimir VovkGlenn ShaferPublished in: Int. J. Approx. Reason. (2008)
Keyphrases
- game theoretic
- pricing model
- game theory
- bi level
- decision problems
- convertible bonds
- imperfect information
- real option
- dynamic pricing
- nash equilibrium
- empirical analysis
- pricing mechanism
- supply chain
- regret minimization
- pure nash equilibrium
- solution concepts
- nash equilibria
- combinatorial auctions
- cooperative
- coalitional games
- machine learning
- financial markets
- stock price
- minority game
- theoretical analysis
- empirical studies