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Publications by Olivier Le Marois
Extreme Risk, Excess Return and Leverage: The LP Formula
SSRN Electronic Journal
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The Impact of Financial Crises on the Risk–return Tradeoff and the Leverage Effect
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Procyclical Leverage and Value-At-Risk
Review of Financial Studies
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The Aggregate Excess Measure of Severity of Extreme Events
Journal of Research of the National Institute of Standards and Technology
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SSRN Electronic Journal
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On the Risk Return Relationship
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