Title

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

Document Type

Conference Proceeding

Publication Date

11-2-2009

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. ©2009 IEEE.

Publication Name

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

DOI

10.1109/NAFIPS.2009.5156450

Article

5156450

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