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]
@inproceedings{Pichl15, title = {Covariance Structure and Systematic Risk of Market Index Portfolio}, author = {Lukas Pichl}, year = {2015}, doi = {10.1007/978-3-319-16313-0_12}, url = {http://dx.doi.org/10.1007/978-3-319-16313-0_12}, researchr = {https://researchr.org/publication/Pichl15}, cites = {0}, citedby = {0}, pages = {172-179}, booktitle = {Databases in Networked Information Systems - 10th International Workshop, DNIS 2015, Aizu-Wakamatsu, Japan, March 23-25, 2015. Proceedings}, editor = {Wanming Chu and Shinji Kikuchi and Subhash Bhalla}, volume = {8999}, series = {Lecture Notes in Computer Science}, publisher = {Springer}, isbn = {978-3-319-16312-3}, }