Zachary Feinstein, Birgit Rudloff, Stefan Weber. Measures of Systemic Risk. SIAM J. Financial Math., 8(1):672-708, 2017. [doi]
@article{FeinsteinRW17,
title = {Measures of Systemic Risk},
author = {Zachary Feinstein and Birgit Rudloff and Stefan Weber},
year = {2017},
doi = {10.1137/16M1066087},
url = {https://doi.org/10.1137/16M1066087},
researchr = {https://researchr.org/publication/FeinsteinRW17},
cites = {0},
citedby = {0},
journal = {SIAM J. Financial Math.},
volume = {8},
number = {1},
pages = {672-708},
}