Practical Applications of Principal Components as a Measure of Systemic Risk

Mark Kritzman; Yuanzhen Li; Sébastien Page; Roberto Rigobon

doi:10.3905/pa.2013.1.2.016

Practical Applications of Principal Components as a Measure of Systemic Risk

Mark Kritzman, Yuanzhen Li, Sébastien Page, Roberto Rigobon and Cathy Scott

Practical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.016

Mark Kritzman

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Yuanzhen Li

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Sébastien Page

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Roberto Rigobon

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Cathy Scott

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Practical Applications

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Fall 2013

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Practical Applications of Principal Components as a Measure of Systemic Risk

Mark Kritzman, Yuanzhen Li, Sébastien Page, Roberto Rigobon

Practical Applications Oct 2013, 1 (2) DOI: 10.3905/pa.2013.1.2.016

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Practical Applications of Principal Components as a Measure of Systemic Risk

Mark Kritzman, Yuanzhen Li, Sébastien Page, Roberto Rigobon

Practical Applications Oct 2013, 1 (2) DOI: 10.3905/pa.2013.1.2.016

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