An extension of Sharpe's single-index model: portfolio selection with expert betas
| Year of publication: |
2006
|
|---|---|
| Authors: | Bilbao, A. ; Arenas, M. ; Jiménez, M. ; Perez Gladish, B. ; Rodríguez, M.V. |
| Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 7160331. - Vol. 57.2006, 12, p. 1442-1451
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