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Stress Testing Spillover Risk in Mutual Funds.

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Bibliographic Details
Title:	Stress Testing Spillover Risk in Mutual Funds.
Authors:	Capponi, Agostino¹ (AUTHOR) ac3827@columbia.edu, Glasserman, Paul² (AUTHOR) pg20@gsb.columbia.edu, Weber, Marko Hans³ (AUTHOR) matmhw@nus.edu.sg
Source:	Management Science (INFORMS). May2025, Vol. 71 Issue 5, p4153-4182. 30p.
Database:	Business Source Ultimate
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Description
ISSN:	00251909
DOI:	10.1287/mnsc.2022.03443