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Community on Extreme Events in Finance

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François M. Longin
ESSEC Business School
Blog ESSEC conference Wiley handbook Profile
Sai N. Pranav
SSSIHL
Profile
Sofiane Aboura
Université de Paris XIII Sorbonne Paris Cité
Profile
Alexandru Asimit
Cass Business School
ESSEC conference Profile
Manjunath B.G.
Universidade de Lisboa, CEAUL
Wiley handbook Profile
Pedro Barroso
University of New South Wales
Profile
Jan Beirlant
KU Leuven University
ESSEC conference Wiley handbook Profile
Matthieu Benavoli
Ace Finance Conseil
Profile
Daniel Reed Bergmann
University of Sao Paulo
ESSEC conference Profile
Patrice Bertail
MODAL'X University Paris Ouest
ESSEC conference Wiley handbook Profile
Philippe Bertrand
IAE Aix and KEDGE BS
Wiley handbook Profile
Laurent E. Bibard
ESSEC Business School
Blog ESSEC conference Wiley handbook Profile
Jean-Michel Blanquer
ESSEC Business School
Blog Profile
Geoffrey Booth
Michigan State University
Wiley handbook Profile
Christophe Boucher
Université de Lorraine
ESSEC conference Profile
Jean-François Boulier
Aviva
Blog Wiley handbook Profile
Henri Bourguinat
University of Bordeaux
Wiley handbook Profile
Eric Briys
Cyberlibris
Wiley handbook Profile
John Paul Broussard
Rutgers University
ESSEC conference Wiley handbook Profile
Frederico Caeiro
Universidade Nova de Lisboa, FCT and CMA
ESSEC conference Wiley handbook Profile
Kam Fong Chan
University of Queensland
Wiley handbook Profile
Stephen Chan
University of Manchester
Blog Wiley handbook Profile
Patricia Charléty
ESSEC Business School
ESSEC conference Profile
Hye-Jin Cho
University of Paris 1 - Panthéon Sorbonne
ESSEC conference Profile
Jean-Marie D. Choffray
University of Liège and ESSEC Business School
Blog Wiley handbook Profile
Stéphan Clémençon
TelecomParisTech
Wiley handbook Profile
John Cotter
University College of Dublin
Wiley handbook Profile
Michel Dacorogna
SCOR
ESSEC conference Profile
Danielle Morgan

Profile
Miguel de Carvalho
The University of Edinburgh
ESSEC conference Wiley handbook Profile
Casper G. de Vries
Erasmus School of Economics
ESSEC conference Profile
Kevin Dowd
Durham University Business School
Wiley handbook Profile
Tarik Driouchi
King College London
ESSEC conference Profile
Philippe Dupuy
Grenoble Ecole de Management
ESSEC conference Profile
Gabriel Eschbach
ACE Finance & Conseil
ESSEC conference Profile
Vincenzo Esposito Vinzi
ESSEC Business School
Blog Profile
Farago
 University of Gothenburg
ESSEC conference Profile
Isabel Fraga Alves
CEAUL & University of Lisbon
ESSEC conference Wiley handbook Profile
Torun Fretheim
Norwegian University of Life Sciences
ESSEC conference Profile
shashwat gangwal
Indian Institute of Technology Kharagpur
Profile
Konstantinos Gkillas
University of Patras
Profile
Anton Golub
University of Genova
ESSEC conference Profile
Ivette Gomes
University of Lisbon
ESSEC conference Wiley handbook Profile
Philip Gray
Monash University
Wiley handbook Profile
Hamza El Khalloufi
University Paris 1 Panthéon Sorbonne
Profile
Ligia Henriques-Rodrigues
Instituto Politecnico de Tomar and CEAUL
Wiley handbook Profile
Jan Herrmann
Teknishe Universität München
Wiley handbook Profile
Aldrin Herwany
Universitas Padjadjaran
ESSEC conference Profile
Marie Kratz
ESSEC Business school and CREAR
Wiley handbook Profile
Hugues Langlois
HEC
ESSEC conference Profile
Maxime Laot
European Central Bank
ESSEC conference Wiley handbook Profile
Olivier Le Courtois
EMLYON Business School
Wiley handbook Profile
Ross Leadbetter
University of North California at Chapel Hill
ESSEC conference Wiley handbook Profile
Sangwon LEE
THEMA, University of Cergy-Pontoise
Profile
François M. Longin
ESSEC Business School
Blog ESSEC conference Wiley handbook Profile
François Longin (Webmestre)
ESSEC Business School
Profile
JULIEN MESSIAS
UNCIA AM / Paris Dauphine University
Profile
Saralees Nadarajah
University of Manchester
Wiley handbook Profile
Michael Neumann
Queen Mary, University of London
ESSEC conference Profile
Claudia Neves
University of Reading
Wiley handbook Profile
Bent Nielsen
University of Oxford
ESSEC conference Profile
Jacques Ninet
La Française des Placements
Blog ESSEC conference Wiley handbook Profile
Serguei Novak
Middlesex University London
ESSEC conference Wiley handbook Profile
Natalie Packham
Frankfurt School of Finance & Management
ESSEC conference Profile
Giovanni Pagliardi
ESSEC Business School, Paris
Blog ESSEC conference Profile
Charles Pahud de Mortanges
University of Liège
Blog ESSEC conference Wiley handbook Profile
Yang-Ho Park
Federal Reserve Board
ESSEC conference Profile
Peterson Owusu Junior
Wits Business School
Profile
Wesley Phoa
Capital Group
ESSEC conference Wiley handbook Profile
prasanthi
SSSIHL
Profile
Jean-Luc Prigent
THEMA and University of Cergy
ESSEC conference Wiley handbook Profile
Hubert Rodarie
SMA
Wiley handbook Profile
Holger Rootzén
Chalmers University of Technology
ESSEC conference Profile
Dale W.R Rosenthal
University of Illinois Chicago
ESSEC conference Profile
Rui Wang
University of Maryland
Profile
sai pranav

Profile
SAI VIVEK EDLA

Profile
Patrick Ségalou
SIMTRADE
Profile
Stefan Straetmans
Maastricht University
ESSEC conference Wiley handbook Profile
Lorne Switzer
Concordia University
ESSEC conference Profile
Jozef Teugels
KU Leuven University
Wiley handbook Profile
Thanh Thi Huyen Dinh
Maastricht University
ESSEC conference Wiley handbook Profile
Charles Tillier
University of Paris-Ouest Nanterre La Défense
ESSEC conference Wiley handbook Profile
Michael Ungeheuer
University of Mannheim
ESSEC conference Profile
Vanessa THOMAS
ESSEC Business School
Profile
Radu Vranceanu
ESSEC Business School
Profile
Christian Walter
Fondation Maison des Sciences de l'Homme
Wiley handbook Profile
Michal Warchol
Université Catholique de Louvain
ESSEC conference Profile
Kuan Xu
School of Economics and Management ? Beihang Unive
ESSEC conference Profile
Yacouba Aboubacar
Faculté de sciences économiques et de gestion Ma
Profile
Huang Zaixin
Central China Normal University
Profile
Chen Zhou
De Nederlandsche Bank
ESSEC conference Profile
Irina Zviadadze
Stockholm School of Economics
ESSEC conference Profile
Articles from the community
Sofiane Aboura
Université de Paris XIII Sorbonne Paris Cité
Systematic credit risk: CDX index correlation and extreme dependence, 2008, Credit Risk: Models, Derivatives, and Management, Financial Mathematics Series, 20, Chapman & Hall / CRC, Boca Raton, London, New York, with N. Wagner.
JULIEN MESSIAS
UNCIA AM / Paris Dauphine University
U.S. Small Caps: Smoke And Mirrors The aim of this quick study is to check whether the well-known outperformance of US small caps over US large caps: -Is true? -Is persistent with respect to market timing? -Is persistent with respect to internal selectivity within the index? Every investor - rookie or experience - already would have heard about the well-known, small caps' outperformance. The topic is not as simple as it seems to be. It has to be followed very cautiously. This article is an attempt to give readers some major keys, enabling them to avoid expensive mistakes.
Manjunath B.G.
Universidade de Lisboa, CEAUL
Gomes M.I., F. Caeiro, L. Henriques-Rodrigues and B.G. Manjunath (2016) "Bootstrap methods in statistics of extremes" published in Extreme events in finance: a handbook of extreme value theory and its applications edited by F. Longin, Wiley.
Jacques Ninet
La Française des Placements
2016. SRI 2.0: More than a Makeover ? A Fundamental Reformulation. in" Critical Studies on Corporate Responsibility, Governance and Sustainability" edited by BPAranque et R perez. Emerald
Jean-Michel Blanquer
ESSEC Business School
Bertrand M., J.-M. Blanquer, A. Coppolani et I. Vagnoux (2016) "Les Amériques" Tomes 1 et 2, Editions Bouquins - Robert Laffont.
François M. Longin
ESSEC Business School
Longin F. (1996) "The asymptotic distribution of extreme stock market returns" Journal of Business, N°63, pp 383-408.
Maxime Laot
European Central Bank
Laot M. (2016) "Managing operational risk in the banking business - An internal auditor point of view" published in Extreme events in finance: a handbook of extreme value theory and its applications edited by F. Longin, Wiley.
Serguei Novak
Middlesex University London
Novak S.Y. (2016) "Measures of financial risk" published in Extreme events in finance: a handbook of extreme value theory and its applications edited by F. Longin, Wiley.
Sai N. Pranav
SSSIHL
(Title: The Determination of Exchange Rate in India: An Emprical Investigation Author: Sivakiran Guptha, K. and Sai Pranav Page No.: 649 to 654)
Jean-Michel Blanquer
ESSEC Business School
Blanquer J.-M. (2016) "L'école de demain : propositions pour une éducation nationale rénovée" Editions Odile Jacob.

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