The Capital Asset Pricing Model as a corollary of the Black–Scholes model Vladimir Vovk The Game-Theoretic Probability and Finance Project Working Paper - Project finance model - Document - PDFSEARCH.IO

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	The Capital Asset Pricing Model as a corollary of the Black–Scholes model Vladimir Vovk The Game-Theoretic Probability and Finance Project Working Paper #39 Add to Reading List Document Date: 2011-09-26 12:24:58 Open Document File Size: 335,88 KB Share Result on Facebook MarketIndex FTSE 100 / / Person Burton G. Malkiel / Bt / Vladimir Vovk / / Position rT / ST ln rT / ln rT / Scholes model / / URL http / SocialTag Statistics Probability Mathematical analysis Probability theory Normal distribution Independence

The Capital Asset Pricing Model as a corollary of the Black–Scholes model Vladimir Vovk The Game-Theoretic Probability and Finance Project Working Paper #39Add to Reading List