An extension of Sharpe's single-index model: portfolio selection with expert betas (Q3433500)

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