Lukas Pichl. Covariance Structure and Systematic Risk of Market Index Portfolio. In Wanming Chu, Shinji Kikuchi, Subhash Bhalla, editors, Databases in Networked Information Systems - 10th International Workshop, DNIS 2015, Aizu-Wakamatsu, Japan, March 23-25, 2015. Proceedings. Volume 8999 of Lecture Notes in Computer Science, pages 172-179, Springer, 2015. [doi]
Abstract is missing.