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"An extension of Sharpe's single-index model: portfolio selection with ..."

Amelia Bilbao-Terol et al. (2006)

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DOI: 10.1057/PALGRAVE.JORS.2602133

access: closed

type: Journal Article

metadata version: 2020-06-08

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Amelia Bilbao-Terol, Mar Arenas Parra, Mariano Jiménez, Blanca Pérez-Gladish, Maria Victoria Rodríguez Uría:
An extension of Sharpe's single-index model: portfolio selection with expert betas. J. Oper. Res. Soc. 57(12): 1442-1451 (2006)

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