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~person:"Moussa, A. Mbairadjim"
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Fuzzy sets
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Moussa, A. Mbairadjim
Terraza, Michel
94
Kyrtsou, Catherine
90
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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
Saved in:
2
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
Saved in:
3
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
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