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Now showing items 761-762 of 762

    • Modeling Financial Portfolios Using Belief Functions 

      Shenoy, Catherine; Shenoy, Prakash P. (Physica-Verlag, 2002)
      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 ...
    • A Linear Belief Function Approach to Portfolio Evaluation 

      Liu, Liping; Shenoy, Catherine; Shenoy, Prakash P. (Morgan Kaufmann Publishers, 2003-08)
      We show how to use linear belief functions to represent market information and financial knowledge, including complete ignorance, statistical observations, subjective speculations, dis-tributional assumptions, linear ...