Corporate investment appraisal with possibilistic CAPM

DOI10.1016/j.mcm.2011.09.029zbMath1255.91277OpenAlexW2062765472MaRDI QIDQ1931025

Konstantinos A. Chrysafis

Publication date: 24 January 2013

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mcm.2011.09.029

zbMATH Keywords

fuzzy datacapital asset pricing modelpossibilistic meanpossibilistic varianceinvestment appraisal

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (1)

Fuzzy portfolio model with fuzzy-input return rates and fuzzy-output proportions

Cites Work

• Elementary fuzzy calculus
• Possibilistic moment generating functions
• Multidimensional possibilistic risk aversion
• Application of possibility theory to investment decisions
• A study of Greek letters of currency option under uncertainty environments
• Possibilistic risk aversion
• The mean value of a fuzzy number
• Fuzzy sets as a basis for a theory of possibility
• On constructing expert Betas for single-index model
• On theoretical pricing of options with fuzzy estimators
• Option valuation model with adaptive fuzzy numbers
• Fuzzy sets
• On possibilistic mean value and variance of fuzzy numbers
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