Catherine Shenoy

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This paper demonstrates how Bayesian Networks can aid decisions of individual security analysts and portfolio managers. We present a decision tool to improve analysts' forecasts, portfolio decision-making, and risk analysis. Our paper is related to findings in behavioral finance that show buying and selling behavior that is consistent with biased(More)
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this paper, we propose a linear belief function approach to evaluating portfolio performance. By drawing on the notion of linear belief functions, we propose an elementary approach to knowledge representation for expert systems using linear belief functions. We show how to use basic matrices to represent market information and financial knowledge, including(More)
We show how to use linear belief functions to represent market information and financial knowledge, including complete ignorance, statistical observations, subjective speculations, dis-tributional assumptions, linear relations, and empirical asset pricing models. We then appeal to Dempster's rule of combination to integrate the knowledge for assessing an(More)
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