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Fuzzy risk adjusted performance measures : application to hedge funds
Kamdem, J. Sadefo; Moussa, A. Mbairadjim; Terraza, Michel - In: Insurance / Mathematics & economics 51 (2012) 3, pp. 702-712
Persistent link: https://www.econbiz.de/10009683188
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Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns
Moussa, A. Mbairadjim; Kamdem, J. Sadefo; Terraza, Michel - In: Economic modelling 39 (2014), pp. 247-256
Persistent link: https://www.econbiz.de/10010421851
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Moments and semi-moments for fuzzy portfolio selection
Kamdem, Jules Sadefo; Tassak, Christian Deffo; Fono, … - In: Insurance / Mathematics & economics 51 (2012) 3, pp. 517-530
Persistent link: https://www.econbiz.de/10009683225
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Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns
Tassak, Christian Deffo; Kamdem, Jules Sadefo; Fono, … - In: Journal of the Operational Research Society : OR 68 (2017) 12, pp. 1491-1502
Persistent link: https://www.econbiz.de/10011815965
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A fuzzy multifactor asset pricing model
Moussa, Alfred Mbairadjim; Kamdem, Jules Sadefo - In: Risk management decisions and value under uncertainty, (pp. 1221-1241). 2022
Persistent link: https://www.econbiz.de/10013342112