How Unlucky is 25-Sigma?

Kevin Dowd, Margaret Woods, John Cotter and Chris Humphrey
Additional contact information
Kevin Dowd: Centre for Risk and Insurance Studies, Nottingham University Business School
Chris Humphrey: School of Accounting and Finance, University of Manchester

No 200838, Working Papers from Geary Institute, University College Dublin

Pages: 8 pages
Date: 2010-04-13
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Citations: View citations in EconPapers (3)

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https://geary.ucd.ie/workingpapers/workingpapers/gearywp200838.pdf First version, 2008 (application/pdf)

Related works:
Working Paper: How Unlucky is 25-Sigma? (2011)
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