@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://archive.numdam.org/item/RO_1985__19_3_243_0/} }