How Unlucky is 25-Sigma?

7 Pages Posted: 6 Dec 2009  

Kevin Dowd

Nottingham University Business School (NUBS)

John Cotter

University College Dublin; UCLA Anderson School of Management

Christopher Humphrey

University of Manchester - Division of Accounting and Finance

Margaret Woods

Aston Business School

Date Written: March 24, 2008

Abstract

How unlikely is a 25 sigma event?

Keywords: risk

JEL Classification: G01, G1

Suggested Citation

Dowd, Kevin and Cotter, John and Humphrey, Christopher and Woods, Margaret, How Unlucky is 25-Sigma? (March 24, 2008). Available at SSRN: https://ssrn.com/abstract=1517146 or http://dx.doi.org/10.2139/ssrn.1517146

Kevin Dowd

Nottingham University Business School (NUBS) ( email )

Jubilee Campus
Wollaton Road
Nottingham, NG8 1BB
United Kingdom

John Cotter (Contact Author)

UCLA Anderson School of Management ( email )

110 Westwood Plaza
Los Angeles, CA 90095-1481
United States

University College Dublin ( email )

School of Business, Carysfort Avenue
Blackrock, Co. Dublin
Ireland
353 1 716 8900 (Phone)
353 1 283 5482 (Fax)

HOME PAGE: http://www.ucd.ie/bankingfinance/staff/professorjohncotter/

Christopher Humphrey

University of Manchester - Division of Accounting and Finance ( email )

Crawford House
Oxford Road
Manchester M13 9PL
United Kingdom

Margaret Woods

Aston Business School ( email )

Aston Business School
Aston Triangle
Birmingham, B4 7ET
United Kingdom

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