Multiverse Asset Pricing Model
The study critiques the Capital Asset Pricing Model for its free parameter problem and proposes a multiverse asset pricing model, which allows for multiple equilibria and is based on investment beliefs.
Featured in No. 100 on 4 Jun 2025 · 12 days after release
- Released
- 23 May 2025
- First featured
- No. 100 · 4 Jun 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 5265948
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).