A fuzzy multifactor asset pricing model
From MaRDI portal
Recommendations
- Fuzzy linear constraints in the capital asset pricing model
- scientific article; zbMATH DE number 6000919
- Fuzzy measures and asset prices: accounting for information ambiguity
- scientific article; zbMATH DE number 6907566
- Multifactor modelling in asset management
- Fuzzy-Logic-Based Asset Allocation
- A possibilistic portfolio model with fuzzy liquidity constraint
- A dynamic average value-at-risk portfolio model with fuzzy random variables
- An asset pricing model under macroeconomic factors
- Expected value multiobjective portfolio rebalancing model with fuzzy parameters
Cites work
- scientific article; zbMATH DE number 897462 (Why is no real title available?)
- scientific article; zbMATH DE number 914803 (Why is no real title available?)
- A fuzzy goal programming approach to portfolio selection
- A fuzzy representation of random variables: An operational tool in exploratory analysis and hypothesis testing
- A generalized strong law of large numbers
- An asymptotic \(\alpha\)-test for the expectation of random fuzzy variables
- An estimation model of value-at-risk portfolio under uncertainty
- An extension of Sharpe's single-index model: portfolio selection with expert betas
- Asymptotic and bootstrap techniques for testing the expected value of a fuzzy random variable
- CAPM with fuzzy returns and hypothesis testing
- Capital asset pricing models revisited: evidence from errors in variables
- Central limit theorem for Banach space valued fuzzy random variables
- Claim reserving with fuzzy regression and Taylor's geometric separation method
- Common risk factors in the returns on stocks and bonds
- Consistent Sets of Estimates for Regressions with Errors in All Variables
- Detecting fuzzy relationships in regression models: the case of insurer solvency surveillance in Germany
- Edgeworth expansions for realized volatility and related estimators
- Errors in Variables in Linear Systems
- Evaluation of fuzzy linear regression models
- Fuzzy compromise programming for portfolio selection
- Fuzzy formulation of the Lee-Carter model for mortality forecasting
- Fuzzy measures for fuzzy cross efficiency in data envelopment analysis
- Fuzzy portfolio optimization under downside risk measures
- Fuzzy random regression based multi-attribute evaluation and its application to oil palm fruit grading
- Fuzzy random variables
- Fuzzy random variables
- Fuzzy random variables - I. Definitions and theorems
- Fuzzy risk adjusted performance measures: application to hedge funds
- Fuzzy sets
- Fuzzy sets and systems. Theory and applications
- Fuzzy versus statistical linear regression
- Limit theorems for fuzzy random variables
- Linear Statistical Inference for Random Fuzzy Data
- Note on fuzzy regression
- On strong laws of large numbers for random upper semicontinuous functions
- On the variance of fuzzy random variables
- On two dominances of fuzzy variables based on a parametrized fuzzy measure and application to portfolio selection with fuzzy return
- One-sample tests for a generalized Fréchet variance of a fuzzy random variable
- Overview on the development of fuzzy random variables
- Portfolio selection based on upper and lower exponential possibility distributions
- Random fuzzy variables of second order and applications to statistical inference
- Regression with fuzzy random data
- Statistics with vague data
- The concept of normality for fuzzy random variables
Cited in
(3)
This page was built for publication: A fuzzy multifactor asset pricing model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2151671)