مرکز منطقه ای اطلاع رساني علوم و فناوري - Estimation of Canadian commodity market risk premiums under price limits: Two-phase fuzzy approach

Title of article :

Estimation of Canadian commodity market risk premiums under price limits: Two-phase fuzzy approach

Author/Authors :

Kamal Smimou، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1995

Pages :

From page :

477

To page :

491

Keywords :

Price limits , Commodityfutures , Fuzzy sets and data analysis , CAPM , LP optimization , Fuzzy regression , Systematic risk , finance

Journal title :

OMEGA

Serial Year :

1995

Journal title :

OMEGA

Record number :

207474

Link To Document :