@article{publication-488,
	author={Broda, Simon and Paolella, Marc S},
	doi={10.1093/jjfinec/nbp011},
	issn={1479-8409},
	journal={Journal of Financial Econometrics},
	number=4,
	pages={412-436},
	publisher={Oxford University Press},
	title={CHICAGO: A fast and accurate method for portfolio risk calculation},
	volume=7,
	year=2009,
}