An extension of Sharpe's single-index model: Portfolio selection with expert betas

  1. Bilbao, A.
  2. Arenas, M.
  3. Jiménez, M.
  4. Gladish, B.P.
  5. Rodríguez, M.V.
Journal:
Journal of the Operational Research Society

ISSN: 1476-9360,  0160-5682

Year of publication: 2006

Volume: 57

Issue: 12

Pages: 1442-1451

Type: Article

DOI: 10.1057/PALGRAVE.JORS.2602133 GOOGLE SCHOLAR
Data source: Scopus