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Analysis of institutional authors

Terceño, AntonioCorresponding AuthorGloria Barbera-Marine, MAuthorVigier, Hernan PedroAuthorLaumann, Yanina MarielaAuthor

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Stability of Beta Coefficients of Sector and Subsector Portfolios in an Uncertain Environment

Publicated to:Computer Science And Information Systems. 11 (2): 859-880 - 2014-06-01 11(2), DOI: 10.2298/CSIS121222047T

Authors: Terceno, Antonio; Gloria Barbera-Marine, M; Vigier, Hernan; Laumann, Yanina

Affiliations

Univ Nacl Sur, Univ Abierta Interamer, Dept Econ, RA-2000 Rosario, Santa Fe, Argentina - Author
Univ Nacl Sur, Univ Prov Sudoeste, Dept Econ, CIC Bs As, RA-8000 Bahia Blanca, Buenos Aires, Argentina - Author
Univ Rovira & Virgili, Dept Business, Reus 43204, Spain - Author

Abstract

This paper is a first approach to the study of beta coefficients using fuzzy regression. We intend to improve the calculation of the sector and subsector betas of the Spanish Stock Market using fuzzy regression in an attempt to incorporate all future inaccuracies and the subjectivity associated with decision making. Our objective is to use all the information provided by the market to determine the systematic risk.

Keywords

Beta coefficientCapmFuzzy regressionPredictionRisk

Quality index

Bibliometric impact. Analysis of the contribution and dissemination channel

The work has been published in the journal Computer Science And Information Systems due to its progression and the good impact it has achieved in recent years, according to the agency Scopus (SJR), it has become a reference in its field. In the year of publication of the work, 2014, it was in position , thus managing to position itself as a Q2 (Segundo Cuartil), in the category Computer Science (Miscellaneous). Notably, the journal is positioned en el Cuartil Q4 for the agency WoS (JCR) in the category Computer Science, Software Engineering.

Independientemente del impacto esperado determinado por el canal de difusión, es importante destacar el impacto real observado de la propia aportación.

Según las diferentes agencias de indexación, el número de citas acumuladas por esta publicación hasta la fecha 2025-06-29:

  • WoS: 1
  • Scopus: 4

Impact and social visibility

From the perspective of influence or social adoption, and based on metrics associated with mentions and interactions provided by agencies specializing in calculating the so-called "Alternative or Social Metrics," we can highlight as of 2025-06-29:

  • The use of this contribution in bookmarks, code forks, additions to favorite lists for recurrent reading, as well as general views, indicates that someone is using the publication as a basis for their current work. This may be a notable indicator of future more formal and academic citations. This claim is supported by the result of the "Capture" indicator, which yields a total of: 10 (PlumX).

It is essential to present evidence supporting full alignment with institutional principles and guidelines on Open Science and the Conservation and Dissemination of Intellectual Heritage. A clear example of this is:

  • The work has been submitted to a journal whose editorial policy allows open Open Access publication.
  • Assignment of a Handle/URN as an identifier within the deposit in the Institutional Repository: http://hdl.handle.net/20.500.11797/imarina5127617

Leadership analysis of institutional authors

This work has been carried out with international collaboration, specifically with researchers from: Argentina.

There is a significant leadership presence as some of the institution’s authors appear as the first or last signer, detailed as follows: First Author (Terceño Gómez, Antonio) and Last Author (LAUMANN, YANINA MARIELA).

the author responsible for correspondence tasks has been Terceño Gómez, Antonio.