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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