All Outputs (10)

Lessons from the Financial Crisis: A Libertarian Perspective. (2009)
Book
Dowd, K. (2009). Lessons from the Financial Crisis: A Libertarian Perspective. Libertarian Alliance, Online

Designing a Defined Contribution Plan: What to Learn from Aircraft Designers. (2009)
Journal Article
Blake, B., Cairns, A., & Dowd, K. (2009). Designing a Defined Contribution Plan: What to Learn from Aircraft Designers. Financial Analysts Journal, 65(1), 37-42. https://doi.org/10.2469/faj.v65.n1.7

Crunch Time for Bank Audits? Questions of Practice and the Scope for Dialogue. (2009)
Journal Article
Woods, M., Humphrey, C., Dowd, K., & Liu, Y. (2009). Crunch Time for Bank Audits? Questions of Practice and the Scope for Dialogue. Managerial Auditing Journal, 24(2), 114-134. https://doi.org/10.1108/02686900910924545

A Quantitative Comparison of Stochastic Mortality Models Using Data from England and Wales and the United States. (2009)
Journal Article
Cairns, A., Blake, D., Dowd, K., Coughlan, G., Epstein, D., Ong, A., & Balevich, I. (2009). A Quantitative Comparison of Stochastic Mortality Models Using Data from England and Wales and the United States. North American Actuarial Journal, 13(1), 1-35

Stress Tests, Market Risk Measures and Extremes: Bringing Stress Tests to the Forefront of Market Risk Management. (2009)
Book Chapter
Aragones, J., Blanco, C., & Dowd, K. (2009). Stress Tests, Market Risk Measures and Extremes: Bringing Stress Tests to the Forefront of Market Risk Management. In D. Rosch, & H. Scheule (Eds.), Stress Testing for Financial Institutions: Applications, Regulations and Techniques (17-33). Risk Books

Quantile-based tail risk estimation for equity portfolios. (2009)
Book Chapter
Cotter, J., & Dowd, K. (2009). Quantile-based tail risk estimation for equity portfolios. In G. Gregoriou (Ed.), The VaR Modelling Handbook: Practical Applications in Alternative INvesting, Banking, Insurance and Portfolio Management (297-313). (01). McGraw-Hill

Efficient VaR: Using Past Forecast Performance to Generate Improved VaR Forecasts. (2009)
Book Chapter
Dowd, K., & Blanco, C. (2009). Efficient VaR: Using Past Forecast Performance to Generate Improved VaR Forecasts. In G. Gregoriou (Ed.), The VaR Implementation Handbook: Financial Risk and its Applications in Asset Management, Measurement and Modeling (25-39). (01). McGraw-Hill

Options on Normal Underlyings with an Application to the Pricing of Survivor Swaptions. (2009)
Journal Article
Dawson, P., Dowd, K., Cairns, A., & Blake, D. (2009). Options on Normal Underlyings with an Application to the Pricing of Survivor Swaptions. Journal of Futures Markets, 29(8), 757-774. https://doi.org/10.1002/fut.20378

The Government's Second Bail-Out is a Poor Way Government Failure Caused the Financial Crisis to Save the Banking System. (2009)
Newspaper / Magazine
Alexander, J., Beenstock, M., Booth, P., Butler, E., Congdon, T., Copeland, L., …Wood, G. (2009). The Government's Second Bail-Out is a Poor Way Government Failure Caused the Financial Crisis to Save the Banking System

The Government's Second Bail-Out is a Poor Way to Save the Banking System. (2009)
Newspaper / Magazine
Dowd, K. (2009). The Government's Second Bail-Out is a Poor Way to Save the Banking System