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CAPM with fuzzy returns and hypothesis testing
Moussa, A. Mbairadjim; Kamdem, J. Sadefo; Shapiro, A. F.; … - In: Insurance / Mathematics & economics 55 (2014), pp. 40-57
Persistent link: https://www.econbiz.de/10010366209
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Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns
Moussa, A. Mbairadjim; Kamdem, J. Sadefo; Terraza, Michel - In: Economic modelling 39 (2014), pp. 247-256
Persistent link: https://www.econbiz.de/10010421851
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Fuzzy risk adjusted performance measures : application to hedge funds
Kamdem, J. Sadefo; Moussa, A. Mbairadjim; Terraza, Michel - In: Insurance / Mathematics & economics 51 (2012) 3, pp. 702-712
Persistent link: https://www.econbiz.de/10009683188