Pages that link to "Item:Q3433500"
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The following pages link to An extension of Sharpe's single-index model: portfolio selection with expert betas (Q3433500):
Displaying 10 items.
- Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model (Q861159) (← links)
- A fuzzy multifactor asset pricing model (Q2151671) (← links)
- On constructing expert Betas for single-index model (Q2371378) (← links)
- Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips (Q2393349) (← links)
- Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review (Q2404329) (← links)
- Fuzzy compromise programming for portfolio selection (Q2489170) (← links)
- Financial portfolio management through the goal programming model: current state-of-the-art (Q2514725) (← links)
- Portfolio Selection from Multiple Benchmarks: A Goal Programming Approach to an Actual Case (Q3019208) (← links)
- A multiple objective stochastic portfolio selection problem with random Beta (Q5246810) (← links)
- Portfolio Selection with Multiple Time Horizons: A Mean Variance—Stochastic Goal Programming Approach (Q6160277) (← links)
