Concepedia
Statistics
Publications
6
Citations
498
H-Index
Active since
2002
Affiliations
Charles River Associates(Current)
William Carey University
Johns Hopkins University
Kabir Dutta is an author at Charles River Associates specializing in finance, financial risk, and risk assessment.
Publications per year
2002–2013
A Tale of Tails: An Empirical Analysis of Loss Distribution Models for Estimating Operational Risk Capital
Kabir Dutta, Jason Perry · SSRN Electronic Journal · 2006 · 178 citations · Full text
Business, Finance, Risk Management +17
A tale of tails: an empirical analysis of loss distribution models for estimating operational risk capital
Kabir Dutta, Jason Perry · RePEc: Research Papers in Economics · 2006 · 164 citations · Full text
On Measuring Skewness and Kurtosis in Short Rate Distributions: The Case of the US Dollar London Inter Bank Offer Rates
Kabir Dutta, David F. Babbel · RePEc: Research Papers in Economics · 2002 · 50 citations
Business, Economics, Finance +8
Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions
Kabir Dutta, David F. Babbel · The Journal of Business · 2005 · 48 citations
Business, Economics, Finance +12
Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach
Kabir Dutta, David F. Babbel · Journal of Risk & Insurance · 2013 · 43 citations
Management, Finance, Risk Management +17
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