Capital asset pricing model with fuzzy returns and hypothesis testing
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Sadefo Kamdem, J. & Mbairadjim Moussa, A. & Terraza, M., 2012.
"Fuzzy risk adjusted performance measures: Application to hedge funds,"
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Elsevier, vol. 51(3), pages 702-712.
- Alfred Mbairadjim Moussa & Jules Sadefo Kamdem & Michel Terraza, 2012. "Fuzzy risk adjusted performance measures: application to Hedge funds," Working Papers 12-24, LAMETA, Universtiy of Montpellier, revised Sep 2012.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2012-10-27 (Econometrics)
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