This study proposes an application of two models based on non-classical logic, the paraconsistent logic and the fuzzy logic, in company profitability analysis. We conduct interviews with market specialists in order to identify the main explanatory variables related to company profitability and...

This article compares multivariate and univariate Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models to forecast portfolio value-at-risk (VaR). We provide a comprehensive look at the problem by considering realistic models and diversified portfolios containing a large...