An extension of Sharpe's single-index model: portfolio selection with expert betas (Q3433500): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1057/palgrave.jors.2602133 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2045542627 / rank | |||
Normal rank | |||
Latest revision as of 01:56, 20 March 2024
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)
0 references
30 April 2007
0 references
portfolio selection
0 references
Sharpe's single-index model
0 references
expert betas
0 references
fuzzy number
0 references
fuzzy goal programming
0 references
