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    Modeling Financial Portfolios Using Belief Functions

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    BFiBD02.pdf (153.6Kb)
    Issue Date
    2002
    Author
    Shenoy, Catherine
    Shenoy, Prakash P.
    Publisher
    Physica-Verlag
    Format
    157295 bytes
    Type
    Book chapter
    Is part of series
    Studies in Fuzziness and Soft Computing;Vol. 88
    Metadata
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    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.
    URI
    http://hdl.handle.net/1808/158
    ISBN
    3-7908-1451-2
    ISSN
    1434-9922
    Collections
    • Center for East Asian Studies Scholarly Works [351]
    • Distinguished Professors Scholarly Works [918]
    • School of Business Scholarly Works [212]
    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.

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    KU Libraries
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    785-864-8983

    KU Libraries
    1425 Jayhawk Blvd
    Lawrence, KS 66045
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    Contact KU ScholarWorks
    785-864-8983
    KU Libraries
    1425 Jayhawk Blvd
    Lawrence, KS 66045
    785-864-8983

    KU Libraries
    1425 Jayhawk Blvd
    Lawrence, KS 66045
    Image Credits
     

     

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