PT  - JOURNAL ARTICLE
AU  - Manoj K. Singh
TI  - Value at Risk Using Principal Components Analysis
AID  - 10.3905/jpm.1997.409633
DP  - 1997 Oct 31
TA  - The Journal of Portfolio Management
PG  - 101--112
VI  - 24
IP  - 1
4099  - https://pm-research.com/content/24/1/101.short
4100  - https://pm-research.com/content/24/1/101.full