THE MARKET - PRINCIPAL COMPONENTS AS A MEASURE OF SYSTEMIC RISK
| Year of publication: |
2011
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|---|---|
| Authors: | Kritzman, Mark ; Li, Yuanzhen ; Page, Sébastien ; Rigobon, Roberto |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 37.2011, 4, p. 112-127
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