Rozmyte zbiory probabilistyczne jako narzędzie finansów behawioralnych
Fuzzy Probabilistic Sets as a Tool for Behavioural Finance
Krzysztof Piasecki
MPRA Paper from University Library of Munich, Germany
Abstract:
The book is divided into five parts. The essence of behavioural finance is presented in the first parts. Fuzzy generalizations of some mathematical concepts are presented in the second part. The impact of selected behavioural premises for imprecise estimation of expected return is described in the third part. In the fourth part are considered financial instruments under uncertainty and imprecision risk. In the fifth part fuzzy probabilistic sets are applied for actuarial mathematics.
Keywords: behavioural finance; fuzzy set; uncertainty; indistinctness; ambiguity; fuzzy probabilistic set; return rate; risk (search for similar items in EconPapers)
JEL-codes: C02 C61 C65 G11 G12 (search for similar items in EconPapers)
Date: 2011-06-15
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Citations: View citations in EconPapers (4)
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https://mpra.ub.uni-muenchen.de/46526/1/MPRA_paper_46218.pdf revised version (application/pdf)
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:46218
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