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> What is CMAKE_INSTALL_PREFIX?

I guess it only fails on my machine and not on the dashboard
submission because I was using the same directory to build ITK and to
install it.

My process was thus
 1) cd path_to_build
 2) ccmake path_to_sources
       CMAKE_INSTALL_PREFIX     path_to_build
       BUILD_SHARED_LIBS           ON
       BUILD_TESTING                    OFF
       ITK_USE_REVIEW                 ON
 3) make
 4) make install

Changing the CMAKE_INSTALL_PREFIX to a different directory than my
path_to_build fixed the problem.