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  • An extension of Sharpe's single-index model: portfolio selection with expert betas [2006]

    Category:
    Artículos
    Authors:
    Blanca María Pérez Gladish , Amelia María Bilbao Terol , María Victoria Rodríguez Uria , Mariano Jiménez López , María del Mar Arenas Parra
    Date:
    01 of January of 2006
    It Is a Part of:
    Journal of the Operational Research Society, 57