[Wiley Series in Probability and Statistics] Game‐Theoretic Foundations for Probability and Finance || Game‐Theoretic Portfolio Theory
- 作者Shafer, Glenn; Vovk, Vladimir
- 文件大小154.51KB
- 发表时间2019
- DOI10.1002/9781118548035.ch17
- 页码403-417
[Wiley Series in Probability and Statistics] Probability and Finance (It's Only a Game!) || Wiley Series in Probability and StatisticsShafer, Glenn; Vovk, Vladimir · 2001
[Wiley Series in Probability and Statistics] Game‐Theoretic Foundations for Probability and Finance || Game‐Theoretic FinanceShafer, Glenn; Vovk, Vladimir · 2019
[Wiley Series in Probability and Statistics] Game‐Theoretic Foundations for Probability and Finance ||Shafer, Glenn; Vovk, Vladimir · 2019
[Wiley Series in Probability and Statistics] Game‐Theoretic Foundations for Probability and Finance || Game‐Theoretic Portfolio TheoryShafer, Glenn; Vovk, Vladimir · 2019
[Wiley Series in Probability and Statistics] Probability and Finance (It's Only a Game!) || Game-Theoretic Probability in FinanceShafer, Glenn; Vovk, Vladimir · 2001
[Wiley Series in Probability and Statistics] Game‐Theoretic Foundations for Probability and Finance || A Game‐Theoretic It CalculusShafer, Glenn; Vovk, Vladimir · 2019
[Wiley Series in Probability and Statistics] Probability and Finance (It's Only a Game!) ||Shafer, Glenn; Vovk, Vladimir · 2001
[Wiley Series in Probability and Statistics] Game‐Theoretic Foundations for Probability and Finance || IndexShafer, Glenn; Vovk, Vladimir · 2019
The Sources of Kolmogorov's "Grundbegriffe"Glenn Shafer and Vladimir Vovk · Statistical Science · 2006
The Sources of Kolmogorov’s GrundbegriffeShafer, Glenn; Vovk, Vladimir · Statistical Science · 2006
Test Martingales, Bayes Factors and p -ValuesShafer, Glenn; Shen, Alexander; Vereshchagin, Nikolai; Vovk, Vladimir · Statistical Science · 2011
The game-theoretic capital asset pricing modelVladimir Vovk; Glenn Shafer · 2008
Good randomized sequential probability forecasting is always possibleVladimir Vovk; Glenn Shafer · 2005
The generality of the zero-one lawsAkimichi Takemura; Vladimir Vovk; Glenn Shafer · 2011
Test Martingales, Bayes Factors and p-ValuesGlenn Shafer, Alexander Shen, Nikolai Vereshchagin and Vladimir Vovk · Statistical Science · 2011
Good Randomized Sequential Probability Forecasting Is Always PossibleVladimir Vovk and Glenn Shafer · Journal of the Royal Statistical Society. Series B (Statistical Methodology) · 2005