@inproceedings{inproceedingsc75ab613,
title   = {Calculating conditional beta using nonparametric estimation of the utility function},
author = {Montini, Alessandra de Ávila and Bergman, Clifford H and Oliveira, M. de},
year = {2007},
publisher = {IME-USP},
booktitle   = {Brazilian Conference on Statistical Modelling in Insurance and Finance}
}