Visualization of mutual fund risk using the consensus theory measure of agreement

William J. Tastle, Mark J. Wierman

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

A case is made for the use of a consensus theory measure in the form of the agreement measure to determine the risk associated with a mutual fund. Risk can be important in deciding on a stock purchase, or as a factor in determining how best to manage one's portfolio. The beta associated with each stock is used as the basis for the agreement calculation. The individual Beta's are processed by a clustering program to produce three categories of risk, and then the agreement is calculated on those categories. Graphs are used to visualize the risk. Illustrations demonstrate the application of the measure to solving problems, and two components of an actual stock fund are used to visualize the risk associated with each part.

Original languageEnglish (US)
Title of host publicationNAFIPS 2009 - 2009 Annual Meeting of the North American Fuzzy Information Processing Society
DOIs
StatePublished - Nov 2 2009
Event2009 Annual Meeting of the North American Fuzzy Information Processing Society, NAFIPS 2009 - Cincinnati, OH, United States
Duration: Jun 14 2009Jun 17 2009

Publication series

NameAnnual Conference of the North American Fuzzy Information Processing Society - NAFIPS

Other

Other2009 Annual Meeting of the North American Fuzzy Information Processing Society, NAFIPS 2009
CountryUnited States
CityCincinnati, OH
Period6/14/096/17/09

All Science Journal Classification (ASJC) codes

  • Computer Science(all)
  • Mathematics(all)

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    Tastle, W. J., & Wierman, M. J. (2009). Visualization of mutual fund risk using the consensus theory measure of agreement. In NAFIPS 2009 - 2009 Annual Meeting of the North American Fuzzy Information Processing Society [5156450] (Annual Conference of the North American Fuzzy Information Processing Society - NAFIPS). https://doi.org/10.1109/NAFIPS.2009.5156450