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Stress Testing Spillover Risk in Mutual Funds.

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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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        Value: 10.1287/mnsc.2022.03443
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      – Code: eng
        Text: English
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      – TitleFull: Stress Testing Spillover Risk in Mutual Funds.
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              Text: May2025
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