Empirical properties of the variety of a financial portfolio and the 
single-index model.

Lillo, F.; Mantegna, R. N.

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Empirical properties of the variety of a financial portfolio and the single-index model.

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Lillo, F.
Max Planck Institute for the Physics of Complex Systems, Max Planck Society;

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Lillo, F., & Mantegna, R. N. (2001). Empirical properties of the variety of a financial portfolio and the single-index model. European Physical Journal B, 20, 503-509.

Cite as: https://hdl.handle.net/11858/00-001M-0000-002B-396F-9

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