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| dc.contributor.author | Dowd, Kevin | |
| dc.contributor.author | Cotter, John | |
| dc.contributor.author | Humphrey, Christopher | |
| dc.contributor.author | Woods, Margaret | |
| dc.date.accessioned | 2009-11-18T17:44:04Z | |
| dc.date.available | 2009-11-18T17:44:04Z | |
| dc.date.copyright | 2008, Euromoney Institutional Investor PLC | en |
| dc.date.issued | 2008 | |
| dc.identifier.citation | Journal of Portfolio Management | en |
| dc.identifier.issn | 0095-4918 | |
| dc.identifier.uri | http://hdl.handle.net/10197/1625 | |
| dc.description.abstract | 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 turmoil. The authors discuss several well-known cases and their media coverage, and then examine the probabilities of such events and the periods of time that would elapse before one would expect to witness them. They find that 25-sigma events are far less likely to occur than recent discussions would suggest--so much so, in fact, that they are literally incredible. | en |
| dc.format.extent | 366071 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.language.iso | en | en |
| dc.publisher | Euromoney Institutional Investor | en |
| dc.subject.lcsh | Distribution (Probability theory) | en |
| dc.subject.lcsh | Financial crises--Econometric models | en |
| dc.subject.lcsh | Global Financial Crisis, 2008-2009 | en |
| dc.title | How unlucky is 25-Sigma? | en |
| dc.type | Journal Article | en |
| dc.internal.authorurl | John Cotter (web page) | en |
| dc.internal.authorurl | http://www.ucd.ie/research/people/business/drjohncotter/ | en |
| dc.internal.authorid | UCD0043 | en |
| dc.internal.availability | Full text available | en |
| dc.internal.webversions | Online provider's version | en |
| dc.internal.webversions | http://search.ebscohost.com/login.aspx?direct=true&db=buh&AN=34072577&site=ehost-live | en |
| dc.status | Peer reviewed | en |
| dc.identifier.volume | 34 | en |
| dc.identifier.issue | 4 | en |
| dc.identifier.startpage | 76 | en |
| dc.identifier.endpage | 80 | en |
| dc.neeo.contributor | Dowd|Kevin|aut| | en |
| dc.neeo.contributor | Cotter|John|aut|UCD0043 | en |
| dc.neeo.contributor | Humphrey|Christopher|aut| | en |
| dc.neeo.contributor | Woods|Margaret|aut| | en |
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