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Extreme Financial Risks and Asset Allocation

Author

Listed:
  • Olivier Le Courtois

    (EM Lyon Business School, France)

  • Christian Walter

    (Fondation Maison des Sciences de l'Homme, France)

Abstract

Extreme Financial Risks and Asset Allocation

Individual chapters are listed in the "Chapters" tab

Suggested Citation

  • Olivier Le Courtois & Christian Walter, 2014. "Extreme Financial Risks and Asset Allocation," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number p907, August.
    • Handle: RePEc:wsi:wsbook:p907
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    File URL: https://www.worldscientific.com/worldscibooks/10.1142/p907
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    Cited by:

    1. Christian Walter, 2020. "Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections," Sustainability, MDPI, vol. 12(18), pages 1-28, September.
    2. Olivier Le Courtois, 2022. "On the Diversification of Fixed Income Assets," Risks, MDPI, vol. 10(2), pages 1-21, February.

    Book Chapters

    The following chapters of this book are listed in IDEAS

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