A fuzzy multifactor asset pricing model
Alfred Mbairadjim Moussa, Jules Sadefo Kamdem
| Year of publication: |
2022
|
|---|---|
| Authors: | Moussa, Alfred Mbairadjim ; Kamdem, Jules Sadefo |
| Published in: |
Risk management decisions and value under uncertainty. - Dordrecht, The Netherlands : Springer. - 2022, p. 1221-1241
|
| Subject: | Fuzzy set | Monthly volatility | Asset pricing theory | Multifactor model | Fuzzy linear regression | Weak-BLUE estimator | Fuzzy-Set-Theorie | Fuzzy sets | CAPM | Schätztheorie | Estimation theory | Volatilität | Volatility | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-021-04228-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013342112