Extreme Values and Financial Risk

摘要

Since the 2008 financial crisis, modelling of the extreme values of financial risk has becomeimportant. The aim of this Special Issue of the Journal of Risk and Financial Management is to providea collection of papers from leading experts in the area of extreme financial risk. This volume includes awide variety of theoretical and empirical contributions that address a wide range of issues and topicsrelated to catastrophic risk, drought risk, flood risk, health risk, and financial risk. A short abstract ofthe articles in this Special Issue are as follows.