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How Unlucky is 25-Sigma?

Dowd, K.; Cotter, J.; Humphrey, C.G.; Woods, M.


J. Cotter

C.G. Humphrey

M. Woods

Journal Article Type Article
Publication Date 2008
Deposit Date Aug 13, 2013
Journal The Journal of Portfolio Management
Print ISSN 0095-4918
Publisher Institutional Investor Journals
Peer Reviewed Peer Reviewed
Volume 34
Issue 4
Pages 76-80
Public URL