Shahid Akbar

Suggested Topic: Detecting Outliers

shahidakb121@gmail.com,

03215772798

See BLACK SWAN page

Tail Risk Management

Frank Benham , Stephen P. McCourt and Erik Silver

Meketa Investment Group , Meketa Investment Group and Meketa Investment Group

Date posted: April 11, 2013

Working Paper Series

160 Downloads

Black Swan Records - 1921-1924: From a Swanky Swan to a Dead Duck

Accounting History, November 2003

Ivo De Loo and David Davis

Nyenrode Business University and The Open Polytechnic of New Zealand

Date posted: December 11, 2003

Accepted Paper Series

136 Downloads

Decoding Black Swan: A Quantitative Approach to Tactical Stock Investing

Risk Management eJournal, Vol 4, Issue 3, January 11, 2012

Jay Desai , Dr. Ashwin G. Modi Sr. , Ashvin Ramchandra Dave and Kinjal Jay Desai

Shri Chimanbhai Patel Institute of Management & Research , Hemchandracharya North Gujarat University , Shri Chimanbhai Patel Institute of Management & Research and affiliation not provided to SSRN

Date posted: December 12, 2011

Last revised: January 12, 2012

Accepted Paper Series

1318 Downloads

Hedging the Black Swan: Conditional Heteroskedasticity and Tail Dependence in S&P500 and Vix

Sawsan Abbas , Ser-Huang Poon and Jonathan Tawn

University of Bahrain , University of Manchester - Business School and Lancaster University - Department of Mathematics and Statistics

Date posted: February 7, 2010

Working Paper Series

317 Downloads

Investing in Emerging Markets: A Black Swan Perspective

Javier Estrada

IESE Business School

Date posted: November 29, 2008

Working Paper Series

260 Downloads