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Views on non-Normal markets [88]

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Bullet points include: Bank of England (2008). Financial Stability Report, October 2008. Bank of England. http://www.bankofengland.co.uk/publications/fsr/2008/fsrfull0804.pdf. Kashyap, A.K., Rajan, R.G. and Stein, J.C. (2008). Rethinking Capital Regulation. Federal Reserve Bank of Kansas City symposium on Maintaining Stability in a Changing Financial System, Aug 21-23, 2008. http://www.kc.frb.org/publicat/sympos/2008/KashyapRajanStein.08.08.08.pdf. Kemp, M.H.D. (2005). Risk Management in a Fair Valuation World. British Actuarial Journal, 11, No 4, pp. 595-712. Kemp, M.H.D. (2009a). Market Consistency. John Wiley and Sons. Kemp, M.H.D. (2009b). Random Matrix Theory. Nematrian Limited website (7 Dec 2009). http://www.nematrian.com/RandomMatrixTheory.aspx. Scherer, B. (2007). Portfolio Construction and Risk Budgeting. 3rd ed. RiskBooks

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