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~person:"Arruda, Nelson"
~person:"Page, Sébastien"
~subject:"Financial crisis"
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Principal components as a measure of systemic risk
Kritzman, Mark
;
Li, Yuanzhen
;
Page, Sébastien
; …
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
4
,
pp. 112-126
Persistent link: https://www.econbiz.de/10009273877
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