TY - JOUR T1 - Value at Risk Using Principal Components Analysis JF - The Journal of Portfolio Management SP - 101 LP - 112 DO - 10.3905/jpm.1997.409633 VL - 24 IS - 1 AU - Manoj K. Singh Y1 - 1997/10/31 UR - https://pm-research.com/content/24/1/101.abstract N2 - 300 Multiple ChoicesThis is a pdf-only article and there is no markup to show you.full-text.pdf ER -