@inbook{b1b2b2a3546245279ddd4fd478e41c08,
title = "Covariance complexity and rates of return on assets",
author = "MacLean, {Leonard C.} and Foster, {Michael E.} and Ziemba, {William T.}",
note = "Publisher Copyright: {\textcopyright} 2020 World Scientific Publishing Co. Pte. Ltd.",
year = "2020",
doi = "10.1142/9789811222634_0003",
language = "English",
series = "World Scientific Handbook in Financial Economics Series",
publisher = "World Scientific",
pages = "41--61",
booktitle = "World Scientific Handbook in Financial Economics Series",
address = "United States",
}