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Publication : Extreme Financial Risks and Asset Allocation

Olivier Le Courtois, Christian Walter, Extreme Financial Risks and Asset Allocation, Imperial College Press, april 2014, 372 p.

Each financial crisis calls for — by its novelty and the mechanisms it shares with preceding crises — appropriate means to analyze financial risks. In Extreme Financial Risks and Asset Allocation, the authors present in an accessible and timely manner the concepts, methods, and techniques that are essential for an understanding of these risks in an environment where asset prices are subject to sudden, rough, and unpredictable changes.