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Relative entropy criterion and CAPM-like pricing. (English) Zbl 1407.91240

Pinto, Alberto A. (ed.) et al., Trends in mathematical economics. Dialogues between Southern Europe and Latin America. Selected papers based on the presentations at the conferences: 3rd international conference on dynamics, games and science, DGS III, on the occasion of the 50th birthday of Alberto A. Pinto, Porto, Portugal, February 17–21, 2014, the 1st Hellenic-Portuguese meeting on mathematical economics, AUEB, Athens, Greece, and the XV Jornadas Latinoamericanas de Teoría Económica, JOLATE, Guanajuato, México. Cham: Springer. 369-379 (2016).
MSC:  91G10 91G80 60G42
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