On constructing expert Betas for single-index model
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Cites work
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Cited in
(8)- Corporate investment appraisal with possibilistic CAPM
- Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review
- Financial portfolio management through the goal programming model: current state-of-the-art
- Operational risk: emerging markets, sectors and measurement
- An extension of Sharpe's single-index model: portfolio selection with expert betas
- Multi-criteria decision making for choosing socially responsible investment within a behavioral portfolio theory framework: a new way of investing into a crisis environment
- scientific article; zbMATH DE number 3892881 (Why is no real title available?)
- Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model
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