Forecasting risk and returns: CAPM model with belief functions
© Springer International Publishing Switzerland 2015. This paper presents a CAPM model with a belief function approach for forecasting the Integrated Oil and Gas Company (CHK) stock and the S & P500 index. The approach composed of two steps. First, we estimate the systematic risk or the beta coe...
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Main Authors: | Sutthiporn Piamsuwannakit, Songsak Sriboonchitta |
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Format: | Book Series |
Published: |
2018
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Subjects: | |
Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84919360826&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/44583 |
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Institution: | Chiang Mai University |
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