@ARTICLE{TorunSPM2011,
author={Torun, M.U. and Akansu, A.N. and Avellaneda, M.},
journal={Signal Processing Magazine, IEEE}, 
title={Portfolio Risk in Multiple Frequencies},
year={2011},
month={Sep},
volume={28},
number={5},
pages={61 -71},
keywords={},
doi={10.1109/MSP.2011.941552},
ISSN={1053-5888},}