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9781138377677

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Alexandra Dias is Lecturer in Finance at the University of Leicester, UK. She has previously been Lecturer at Warwick Business School, UK, a Credit Analyst at Credit Suisse (Zurich) and a Research Associate at RiskLab, ETH-Zurich. She holds a PhD in Mathematics, an MSc in Actuarial Science and Financial Risk Management and a 'Licenciatura' in Mathematics. Her research interests include financial risk management, portfolio selection, extreme events in finance, and dependence modelling with copulas. Mark Salmon is Senior Scientist at BH-DG Systematic Trading, UK, Visiting Professor in the Economics Faculty at Cambridge University, UK, and Advisor to Old Mutual Asset Managers, UK. He has served as a consultant to a number of city institutions and was an advisor to the Bank of England for 6 years. He was also a member of a ""Task Force"" set up by the European Commission to consider exchange rate policy for the EURO. Mark has been a member of the European Financial Markets Advisory Panel and has worked with the National Bank of Hungary on transition policies towards membership of the European Union. His research interests lie in Financial Econometrics, Behavioural Finance and International Macroeconomics. Chris Adcock is Professor of Financial Econometrics in the University of Sheffield, UK, and Visiting Professor of quantitative finance at the University of Southampton, UK. He is the founding editor of the European Journal of Finance and is one of the founding Associate Editors of the Journal of Mathematical Finance. Chris has acted as an advisor to a number of international investment managers and algorithms he has designed have been used by Citibank and DSI International Investment Management, now part of UBS, as well as to several other asset management groups. His current research interests are centred around the development of portfolio selection and asset pricing theory.

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