Forecasting Risk and Returns: CAPM Model with Belief Functions

DOI10.1007/978-3-319-13449-9_18zbMath1418.91636OpenAlexW155710538MaRDI QIDQ4558843

Sutthiporn Piamsuwannakit, Songsak Sriboonchitta

Publication date: 30 November 2018

Published in: Econometrics of Risk (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-13449-9_18

zbMATH Keywords

stock marketbelief functionstock returnrisk free ratemarket return

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

Cites Work

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• Reasoning with belief functions: An analysis of compatibility
• Forecasting using belief functions: an application to marketing econometrics
• Likelihood-based belief function: justification and some extensions to low-quality data
• Upper and Lower Probabilities Induced by a Multivalued Mapping

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