Author, as appears in the article.: Terceno, Antonio; Gloria Barbera-Marine, M.; Vigier, Hernan; Laumann, Yanina;

Department: Gestió d'Empreses

URV's Author/s: Barberà Mariné, Maria Glòria / LAUMANN, YANINA MARIELA / Terceño Gómez, Antonio / Vigier ,-, Hernan Pedro

Keywords: Risk Prediction Fuzzy regression Capm Beta coefficient

Abstract: 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.

Thematic Areas: Interdisciplinar General computer science Engenharias iii Computer science, software engineering Computer science, information systems Computer science (miscellaneous) Computer science (all)

licence for use: https://creativecommons.org/licenses/by/3.0/es/

Author's mail: hernanpedro.vigier@urv.cat antonio.terceno@urv.cat gloria.barbera@urv.cat

Author identifier: 0000-0001-5348-8837 0000-0003-2578-1301

Record's date: 2023-02-18

Papper version: info:eu-repo/semantics/publishedVersion

Link to the original source: http://www.doiserbia.nb.rs/Article.aspx?id=1820-02141400047T#.YTHSnJoza71

Licence document URL: http://repositori.urv.cat/ca/proteccio-de-dades/

Papper original source: Computer Science And Information Systems. 11 (2): 859-880

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

Article's DOI: 10.2298/CSIS121222047T

Entity: Universitat Rovira i Virgili

Journal publication year: 2014

Publication Type: Journal Publications