1. Short Positions in the First Principal Component Portfolio. Issue 2 (3rd April 2018) Authors: Boyle, Phelim; Feng, Shui; Melkuev, David; Yang, Shuai; Zhang, Johnew Journal: North American actuarial journal Issue: Volume 22:Issue 2(2018) Page Start: 223 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗