Geodesic
Stability of Beta Coefficients of Sector and Subsector Portfolios in an Uncertain Environment
Computer Science and Information Systems, Tome 11 (2014) no. 2 Cet article a éte moissonné depuis la source Computer Science and Information Systems website

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This paper is a first approach to the study of beta coefficients using fuzzy regression. We intend to improve the calculation of the sector and subsector betas of the Spanish Stock Market using fuzzy regression in an attempt to incorporate all future inaccuracies and the subjectivity associated with decision making. Our objective is to use all the information provided by the market to determine the systematic risk.
Keywords: risk, beta coefficient, fuzzy regression, CAPM 
@article{CSIS_2014_11_2_a23,
     author = {Antonio Terce\~no and M. Gl\`oria Barber\`a-Marin\'e and Hern\'an Vigier and Yanina Laumann},
     title = {Stability of {Beta} {Coefficients} of {Sector} and {Subsector} {Portfolios} in an {Uncertain} {Environment}},
     journal = {Computer Science and Information Systems},
     year = {2014},
     volume = {11},
     number = {2},
     url = {http://geodesic.mathdoc.fr/item/CSIS_2014_11_2_a23/}
}
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Antonio Terceño; M. Glòria Barberà-Mariné; Hernán Vigier; Yanina Laumann. Stability of Beta Coefficients of Sector and Subsector Portfolios in an Uncertain Environment. Computer Science and Information Systems, Tome 11 (2014) no. 2. http://geodesic.mathdoc.fr/item/CSIS_2014_11_2_a23/