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How Unlucky is 25-Sigma?

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

Authors

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
DOI https://doi.org/10.3905/jpm.2008.709984
Public URL https://durham-repository.worktribe.com/output/1471945