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

Amelia Bilbao-Terol, M. Arenas, Mariano Jiménez, Blanca Pérez-Gladish, Maria Victoria Rodríguez Uría. An extension of Sharpe's single-index model: portfolio selection with expert betas. JORS, 57(12):1442-1451, 2006. [doi]

Abstract

Abstract is missing.