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 language | English |
|---|---|
| Title of host publication | NAFIPS 2009 - 2009 Annual Meeting of the North American Fuzzy Information Processing Society |
| DOIs | |
| State | Published - 2009 |
| Event | 2009 Annual Meeting of the North American Fuzzy Information Processing Society, NAFIPS 2009 - Cincinnati, OH, United States Duration: Jun 14 2009 → Jun 17 2009 |
Other
| Other | 2009 Annual Meeting of the North American Fuzzy Information Processing Society, NAFIPS 2009 |
|---|---|
| Country | United States |
| City | Cincinnati, OH |
| Period | 6/14/09 → 6/17/09 |
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All Science Journal Classification (ASJC) codes
- Computer Science(all)
- Mathematics(all)
Cite this
Visualization of mutual fund risk using the consensus theory measure of agreement. / Tastle, William J.; Wierman, Mark J.
NAFIPS 2009 - 2009 Annual Meeting of the North American Fuzzy Information Processing Society. 2009. 5156450.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
}
TY - GEN
T1 - Visualization of mutual fund risk using the consensus theory measure of agreement
AU - Tastle, William J.
AU - Wierman, Mark J.
PY - 2009
Y1 - 2009
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=70350406414&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=70350406414&partnerID=8YFLogxK
U2 - 10.1109/NAFIPS.2009.5156450
DO - 10.1109/NAFIPS.2009.5156450
M3 - Conference contribution
AN - SCOPUS:70350406414
SN - 9781424445776
BT - NAFIPS 2009 - 2009 Annual Meeting of the North American Fuzzy Information Processing Society
ER -