Spectral Risk Measures: Properties and Limitations.
(2008)
Journal Article
Dowd, K., Cotter, J., & Sorwar, G. (2008). Spectral Risk Measures: Properties and Limitations. Journal of Financial Services Research, 34(1), 61-75. https://doi.org/10.1007/s10693-008-0035-6
Outputs (20)
Securitization/Life (2008)
Book Chapter
Blake, D., & Dowd, K. (2008). Securitization/Life. In E. Melnick, & B. Everitt (Eds.), Encyclopedia of Quantitative Risk Analysis and Assessment (1623-1627). John Wiley and Sons
Back-Testing Market Risk Models (2008)
Book Chapter
Dowd, K. (2008). Back-Testing Market Risk Models. In F. Fabozzi (Ed.), Handbook of Finance (93-99). Wiley: Hoboken, NJ. https://doi.org/10.1002/9780470404324
Default Risk. (2008)
Book Chapter
Dowd, K. (2008). Default Risk. In E. Melnick, & B. Everitt (Eds.), Encyclopedia of Quantitative Risk Assessment and Analysis (476-481). John Wiley and Sons. https://doi.org/10.1002/9780470061596
A Moments-based Procedure for Evaluating Risk Forecasting Models. (2008)
Book Chapter
Dowd, K. (2008). A Moments-based Procedure for Evaluating Risk Forecasting Models. In G. Christodoulakis, & S. Satcchell (Eds.), Analytics of Risk Model Validation (45-59). Elsevier
Financial Risk Management for Management Accountants. (2008)
Report
Woods, M., & Dowd, K. (2008). Financial Risk Management for Management Accountants. [No known commissioning body]
One day Pensions Will Be Properly Planned. (2008)
Newspaper / Magazine
Blake, D., Cairns, A., & Dowd, K. (2008). One day Pensions Will Be Properly Planned
The GDP Fan Charts: An Empirical Evaluation (2008)
Journal Article
Dowd, K. (2008). The GDP Fan Charts: An Empirical Evaluation. National Institute Economic Review, 203(1), 59-67. https://doi.org/10.1177/00279501082030010801
It's Time to Abolish Risk-Based Regulation. (2008)
Journal Article
Dowd, K. (2008). It's Time to Abolish Risk-Based Regulation
Longevity Risk and the Grim Reaper's Toxic Tail: The Survivor Fan Charts. (2008)
Journal Article
Blake, D., Dowd, K., & Cairns, A. (2008). Longevity Risk and the Grim Reaper's Toxic Tail: The Survivor Fan Charts. Insurance: Mathematics and Economics, 42, 1062-1068