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Stability of Beta Coefficients of Sector and Subsector Portfolios in an Uncertain Environment

  • Dades identificatives

    Identificador: imarina:5127617
    Autors:
    Terceno, AntonioGloria Barbera-Marine, M.Vigier, HernanLaumann, Yanina
    Resum:
    This paper is a first approach to the study of beta coefficients using fuzzy regression. We intend to improve the calculation of the sector and subsector betas of the Spanish Stock Market using fuzzy regression in an attempt to incorporate all future inaccuracies and the subjectivity associated with decision making. Our objective is to use all the information provided by the market to determine the systematic risk.
  • Altres:

    Autor segons l'article: Terceno, Antonio; Gloria Barbera-Marine, M.; Vigier, Hernan; Laumann, Yanina;
    Departament: Gestió d'Empreses
    Autor/s de la URV: Barberà Mariné, Maria Glòria / LAUMANN, YANINA MARIELA / Terceño Gómez, Antonio / Vigier, Hernan Pedro
    Paraules clau: Risk Prediction Fuzzy regression Capm Beta coefficient
    Resum: This paper is a first approach to the study of beta coefficients using fuzzy regression. We intend to improve the calculation of the sector and subsector betas of the Spanish Stock Market using fuzzy regression in an attempt to incorporate all future inaccuracies and the subjectivity associated with decision making. Our objective is to use all the information provided by the market to determine the systematic risk.
    Àrees temàtiques: Interdisciplinar General computer science Engenharias iii Computer science, software engineering Computer science, information systems Computer science (miscellaneous) Computer science (all)
    Accès a la llicència d'ús: https://creativecommons.org/licenses/by/3.0/es/
    Adreça de correu electrònic de l'autor: hernanpedro.vigier@urv.cat gloria.barbera@urv.cat gloria.barbera@urv.cat antonio.terceno@urv.cat antonio.terceno@urv.cat
    Identificador de l'autor: 0000-0003-2578-1301 0000-0003-2578-1301 0000-0001-5348-8837 0000-0001-5348-8837
    Data d'alta del registre: 2024-09-07
    Versió de l'article dipositat: info:eu-repo/semantics/publishedVersion
    Enllaç font original: http://www.doiserbia.nb.rs/Article.aspx?id=1820-02141400047T#.YTHSnJoza71
    URL Document de llicència: https://repositori.urv.cat/ca/proteccio-de-dades/
    Referència a l'article segons font original: Computer Science And Information Systems. 11 (2): 859-880
    Referència de l'ítem segons les normes APA: Terceno, Antonio; Gloria Barbera-Marine, M.; Vigier, Hernan; Laumann, Yanina; (2014). Stability of Beta Coefficients of Sector and Subsector Portfolios in an Uncertain Environment. Computer Science And Information Systems, 11(2), 859-880. DOI: 10.2298/CSIS121222047T
    DOI de l'article: 10.2298/CSIS121222047T
    Entitat: Universitat Rovira i Virgili
    Any de publicació de la revista: 2014
    Tipus de publicació: Journal Publications
  • Paraules clau:

    Computer Science (Miscellaneous),Computer Science, Information Systems,Computer Science, Software Engineering
    Risk
    Prediction
    Fuzzy regression
    Capm
    Beta coefficient
    Interdisciplinar
    General computer science
    Engenharias iii
    Computer science, software engineering
    Computer science, information systems
    Computer science (miscellaneous)
    Computer science (all)
  • Documents:

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