| A tale of tails: an empirical analysis of loss distribution models for estimating operational risk capital K Dutta, J Perry Working papers, 2006 | 381 | 2006 |
| Scenario analysis in the measurement of operational risk capital: a change of measure approach KK Dutta, DF Babbel Journal of Risk and Insurance 81 (2), 303-334, 2014 | 81 | 2014 |
| Extracting probabilistic information from the prices of interest rate options: Tests of distributional assumptions KK Dutta, DF Babbel The Journal of Business 78 (3), 841-870, 2005 | 74 | 2005 |
| On measuring skewness and kurtosis in short rate distributions: The case of the us dollar london inter bank offer rates KK Dutta, DF Babbel Center for Financial Institutions Working Papers 02 25, 2002 | 71 | 2002 |
| A Tale of Tails: An Empirical Analysis of Loss Distribution Models for Estimating Operational K Dutta, J Perry Risk Capital, Working Paper, Federal Reserve Bank of Boston, 2006 | 15 | 2006 |
| Un-Supermodels and the FIA DF Babbel, MA Herce, K Dutta Presentation given at the Morningstar-Ibbotson Associates/IFID Centre …, 2008 | 6 | 2008 |
| A Note on the Solution to a Three-Factor Affine Term Structure Model. C Merrill Journal of Fixed Income 9 (3), 93-95, 1999 | 2 | 1999 |
| Leptokurtic distributions and tests of distributional assumptions in extracting probabilistic information from interest rate options KK Dutta University of Pennsylvania, 2002 | 1 | 2002 |
