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  <titleInfo>
    <title>Extreme financial risks and asset allocation</title>
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  <name type="personal">
    <namePart>Le Courtois, Olivier</namePart>
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    <namePart>Walter, Christian</namePart>
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    <dateIssued encoding="marc">2014</dateIssued>
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  <physicalDescription>
    <extent>1 online resource (370 pages) : illustrations.</extent>
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  <note type="statement of responsibility">Olivier Courtois, EM Lyon Business School, France, Christian Walter, Fondation Maison des Sciences de l'Homme, France.</note>
  <note>Includes bibliographical references and index.</note>
  <subject authority="lcsh">
    <topic>Portfolio management</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Investment analysis</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Stock price forecasting</topic>
  </subject>
  <classification authority="lcc">HG4529.5 .C68 2014eb</classification>
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    <titleInfo>
      <title>Series in quantitative finance ; volume 5</title>
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  <identifier type="isbn">9781783263097 (e-book)</identifier>
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