Principal components as a measure of systemic risk
Mark Kritzman, Yuanzhen Li, Sébastien Page, and Roberto Rigobon
| Year of publication: |
2011
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|---|---|
| Authors: | Kritzman, Mark ; Li, Yuanzhen ; Page, Sébastien ; Rigobón, Roberto |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 37.2010/11, 4, p. 112-126
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| Subject: | Systemrisiko | Systemic risk | Messung | Measurement | Finanzkrise | Financial crisis | Theorie | Theory | Frühwarnsystem | Early warning system |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009273877