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| DC Field | Value | Language |
|---|
| dc.contributor.author | Shenoy, Catherine | - |
| dc.contributor.author | Shenoy, Prakash P. | - |
| dc.date.accessioned | 2004-12-15T20:25:58Z | - |
| dc.date.available | 2004-12-15T20:25:58Z | - |
| dc.date.issued | 2002 | - |
| dc.identifier.citation | Shenoy, C. and P. P. Shenoy (2002), "Modeling Financial Portfolios Using Belief Functions," in R. P. Srivastava and T. J. Mock (eds.), Belief Functions in Business Decisions, pp. 316--332, Physica-Verlag, Heidelberg. | en |
| dc.identifier.isbn | 3-7908-1451-2 | - |
| dc.identifier.issn | 1434-9922 | - |
| dc.identifier.uri | http://hdl.handle.net/1808/158 | - |
| dc.description.abstract | The main goal of this paper is to demonstrate how the Dempster-Shafer theory of belief functions can be used to model financial portfolios. In particular, we are interested in modeling how a
portfolio return distribution changes as we learn new information about the different factors that impact the portfolio. | en |
| dc.format.extent | 157295 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | en | - |
| dc.publisher | Physica-Verlag | en |
| dc.relation.ispartofseries | Studies in Fuzziness and Soft Computing;Vol. 88 | - |
| dc.subject | Dempster-Shafer belief functions | en |
| dc.subject | Portfolio theory | en |
| dc.title | Modeling Financial Portfolios Using Belief Functions | en |
| dc.type | Book chapter | en |
| Appears in Collections: | School of Business Articles
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