Having had a variety of fishing knives over the years for bait cutting & fish gutting/filleting/cleaning I finally admitted defeat & accepted that the local professional fishermen had been right all along. A good quality thin bladed kitchen filleting knife is perfect for the job. You just need to be careful where you store it on the boat - one of the rod holders was perfect!
For one in a sheath you won't go far wrong with most of the filleting knives sold on fishing sites. Most general purpose sheath knives are too thick in the blade.
Any of these would be fine - not expensive either.
Fish Filleting Knives
ETA If you're going to be doing much filleting or have concerns about accidents I can also recommend a single stainless glove.