MAFI: A Multi-Asset Fragility Indicator Using Principal Component Analysis Academic Article

authors

publication date

January 1, 2015

published in

SSRN Electronic Journal

Digital Object Identifier (DOI)

https://doi.org/10.2139/ssrn.2574252

has global citation frequency

https://vivo.tib.eu/demo/individual/gcf_W271619504 Global Citation Count