极端金融风险

1  0n the origin of risks and extremes
　1.1  the multidimensional nature of risk and dependence
　1.2  how to rank risks coherently?
    1.2.1  coherent measures of risks
    1.2.2  consistent measures of risks and deviation measures
    1.2.3  examples of consistent measures of risk
 1.3  0rigin of risk and dependence
    1.3.1  the capm view
    1.3.2 the arbitrage pricing theory(apt) and the fama—french factor mode!
    1.3.3  the efficient market hypothesis
    1.3.4  emergence of dependence structures in the sto'ck markets
    1.3.5  large risks in complex systems appendix
    1.a  why do higher moments allow us to assess larger risks7
2  marginal distributions of returns
　2.1  motivations