A new heuristic measure of fragility and tail risks : application to stress testing / / Nassim N. Taleb ... [et al.].
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| Year of Publication: | 2012 |
| Language: | English |
| Series: | IMF working paper ;
WP/12/216 |
| Online Access: | |
| Physical Description: | 23 p. :; ill. |
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| Bibliography: | Includes bibliographical references. |
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| ISBN: | 9781475505665 9781475514971 |
| Hierarchical level: | Monograph |
| Statement of Responsibility: | Nassim N. Taleb ... [et al.]. |