An extension of Sharpe's single-index model: portfolio selection with expert betas (Q3433500)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extension of Sharpe's single-index model: portfolio selection with expert betas |
scientific article |
Statements
An extension of Sharpe's single-index model: portfolio selection with expert betas (English)
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30 April 2007
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portfolio selection
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Sharpe's single-index model
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expert betas
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fuzzy number
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fuzzy goal programming
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