| 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. | |
| 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. | |
| dc.format.extent | 157295 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.language.iso | en | |
| dc.publisher | Physica-Verlag | |
| dc.relation.ispartofseries | Studies in Fuzziness and Soft Computing;Vol. 88 | |
| dc.subject | Dempster-Shafer belief function theory | |
| dc.subject | Portfolio theory | |
| dc.title | Modeling Financial Portfolios Using Belief Functions | |
| dc.type | Book chapter | |
| kusw.oastatus | na | |
| dc.identifier.orcid | https://orcid.org/0000-0002-8425-896X | |
| kusw.oapolicy | This item does not meet KU Open Access policy criteria. | |
| dc.rights.accessrights | openAccess | |
