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 gloria.barbera@urv.cat gloria.barbera@urv.cat antonio.terceno@urv.cat antonio.terceno@urv.cat
Author identifier: 0000-0003-2578-1301 0000-0003-2578-1301 0000-0001-5348-8837 0000-0001-5348-8837
Record's date: 2024-09-07
Papper version: info:eu-repo/semantics/publishedVersion
Licence document URL: https://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
Entity: Universitat Rovira i Virgili
Journal publication year: 2014
Publication Type: Journal Publications
Repositori URV