Principal components as a measure of systemic risk
Year of publication: |
2011
|
---|---|
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
|
Subject: | Theorie | Theory | Messung | Measurement | Finanzdienstleistung | Financial services | Finanzkrise | Financial crisis | Systemrisiko | Systemic risk |
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