Stability of beta coefficients of sector and subsector portfolios in an uncertain environment
نویسندگان
چکیده
This paper is a first approach to the study of beta coefficients using fuzzy regression. We intend to improve the calculation of the sector and subsector betas of the Spanish Stock Market using fuzzy regression in an attempt to incorporate all future inaccuracies and the subjectivity associated with decision making. Our objective is to use all the information provided by the market to determine the systematic risk.
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ورودعنوان ژورنال:
- Comput. Sci. Inf. Syst.
دوره 11 شماره
صفحات -
تاریخ انتشار 2014