Browsing by Author "Humphrey, Christopher"

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How unlucky is 25-Sigma?

Dowd, Kevin ; Cotter, John ; Humphrey, Christopher ; Woods, Margaret (Euromoney Institutional Investor, 2008)

This article examines the likelihood of high-sigma loss events, paying particular attention to the so-called 25-sigma events which a number of financial institutions have allegedly experienced in the recent financial ...
How unlucky is 25-Sigma?

Dowd, Kevin ; Cotter, John ; Humphrey, Christopher ; Woods, Margaret (University College Dublin. School of Business. Centre for Financial MarketsUniversity College Dublin. School of Business, 2008-03-24)