@article{marginalexpectedshortfallsystemicrisk,
  title = {Marginal expected shortfall: Systemic risk measurement under dependence uncertainty},
  author = {Jinghui Chen and Edward Furman and X. Sheldon Lin},
  year = {2025},
  eprint = {2504.19953},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2504.19953v1},
}