Specifying the systematic risk of portfolios : a closed form solution
RAIRO - Operations Research - Recherche Opérationnelle, Tome 19 (1985) no. 3, pp. 243-246. 
@article{RO_1985__19_3_243_0,
     author = {Karney, D. F. and Morse, J. N. and Ben-Israel, A.},
     title = {Specifying the systematic risk of portfolios : a closed form solution},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {243--246},
     publisher = {EDP-Sciences},
     volume = {19},
     number = {3},
     year = {1985},
     mrnumber = {815869},
     zbl = {0572.90105},
     language = {en},
     url = {http://www.numdam.org/item/RO_1985__19_3_243_0/}
}
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Karney, D. F.; Morse, J. N.; Ben-Israel, A. Specifying the systematic risk of portfolios : a closed form solution. RAIRO - Operations Research - Recherche Opérationnelle, Tome 19 (1985) no. 3, pp. 243-246. http://www.numdam.org/item/RO_1985__19_3_243_0/

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