CAPM with fuzzy returns and hypothesis testing

DOI10.1016/j.insmatheco.2013.11.001zbMath1296.91291OpenAlexW2081852705MaRDI QIDQ743141

Arnold F. Shapiro, Michel Terraza, Jules Sadefo Kamdem, Alfred Mbairadjim Moussa

Publication date: 22 September 2014

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.11.001

zbMATH Keywords

fuzzy least squaresCAPMbetabootstrap hypothesis testingintraperiod volatility

Mathematics Subject Classification ID

Related Items (2)

A fuzzy multifactor asset pricing model ⋮ Fuzzy risk adjusted performance measures: application to hedge funds

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