Modeling Financial Portfolios Using Belief Functions

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Issue Date
2002Author
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
Show full item recordAbstract
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.
ISBN
3-7908-1451-2ISSN
1434-9922Collections
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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