RT Journal Article
SR Electronic
T1 Value at Risk Using Principal Components Analysis
JF The Journal of Portfolio Management
FD Institutional Investor Journals
SP 101
OP 112
DO 10.3905/jpm.1997.409633
VO 24
IS 1
A1 Manoj K. Singh
YR 1997
UL https://pm-research.com/content/24/1/101.abstract
AB