SAKOWSKI, P.; ŚLEPACZUK, R.; WYWIAŁ, M. CROSS-SECTIONAL RETURNS FROM DIVERSE PORTFOLIO OF EQUITY INDICES WITH RISK PREMIA EMBEDDED. Metody Ilościowe w Badaniach Ekonomicznych, [S. l.], v. 16, n. 2, p. 89–101, 2015. Disponível em: https://qme.sggw.edu.pl/article/view/3771. Acesso em: 18 maj. 2024.