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Quantitative Financial Risk Management: Theory and Practice by Emilios Galariotis, Constantin Zopounidis

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About the Contributors

CHRIS ADCOCK

Professor of Financial Econometrics at the University of Sheffield, he is also a visiting professor of Quantitative Finance at the University of Southampton and a visiting professor at Durham Business School. Research interests are in portfolio selection, asset pricing theory and the development of quantitative techniques for portfolio management. He has acted as advisor to several international investment managers. Founding editor of The European Journal of Finance, he has been an associate editor of several finance journals and Series C and D of the Journal of the Royal Statistical Society. Current research projects are in downside risk, portfolio selection, skewness, and option returns, involving collaborations with universities in the United Kingdom, the European Union and China.

DAVID E. ALLEN

David E. Allen is an adjunct professor in the Centre for Applied Financial Studies at the University of South Australia and a visiting professor in the School of Mathematics and Statistics at the University of Sydney. He was previously professor of Finance at Edith Cowan University, Perth, Western Australia. He has a Ph.D. in Finance from the University of Western Australia, an M.Phil. in the History of Economic Thought from the University of Leicester in England, plus an M.A. in Economics from the University of St. Andrews in Scotland.

He is the author of three monographs and more than 90 refereed publications on a diverse range of topics covering ...

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