A new heuristic measure of fragility and tail risks application to stress testing /

Taleb, Nassim N.

A new heuristic measure of fragility and tail risks application to stress testing / [electronic resource] : Nassim N. Taleb ... [et al.]. - Washington, D.C. : International Monetary Fund, c2012. - 23 p. : ill. - IMF working paper ; WP/12/216 .

Includes bibliographical references.


Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.




Heuristic.
Financial crises.


Electronic books.

BD260 / .T35 2012