A fuzzy multifactor asset pricing model
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Publication:2151671
DOI10.1007/s10479-021-04228-4zbMath1492.91400OpenAlexW3198618796MaRDI QIDQ2151671
Jules Sadefo Kamdem, Alfred Mbairadjim Moussa
Publication date: 5 July 2022
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-021-04228-4
fuzzy setmultifactor modelasset pricing theoryfuzzy linear regressionmonthly volatilityweak-BLUE estimator
Linear regression; mixed models (62J05) Interest rates, asset pricing, etc. (stochastic models) (91G30) Fuzziness, and linear inference and regression (62J86)
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