"On constructing expert Betas for single-index model."

Amelia Bilbao-Terol et al. (2007)

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DOI: 10.1016/J.EJOR.2006.10.007

access: closed

type: Journal Article

metadata version: 2020-08-24

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Amelia Bilbao-Terol, Mar Arenas Parra, Maria Victoria Rodríguez, J. Antomil:
On constructing expert Betas for single-index model. Eur. J. Oper. Res. 183(2): 827-847 (2007)

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