Narrow search
Showing 51 - 60 of 100
Cover Image
European market portfolio diversification strategies across the GFC
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2014
This paper features an analysis of the effectiveness of a range of portfolio diversification strategies as applied to a set of daily arithmetically compounded returns on a set of ten market indices representing the major European markets for a nine year period from the beginning of 2005 to the...
Persistent link: https://www.econbiz.de/10010414201
Cover Image
EVT and tail-risk modelling : evidence from market indices and volatility series
Allen, David E.; Singh, Abhay Kumar; Powell, Robert - In: The North American journal of economics and finance : a … 26 (2013), pp. 355-369
Persistent link: https://www.econbiz.de/10010367580
Cover Image
Credit risk and real capital : an examination of Swiss banking sector default risk using CVaR
Powell, Robert; Allen, David E. - 2010
Persistent link: https://www.econbiz.de/10008760320
Cover Image
CAViaR and the Australian stock markets : an appetiser
Allen, David E.; Singh, Abhay Kumar - 2010
Persistent link: https://www.econbiz.de/10008760322
Cover Image
The fluctuating default risk of Australian banks
Allen, David E.; Powell, Robert - 2010
Persistent link: https://www.econbiz.de/10008760323
Cover Image
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin; Allen, David E.; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009724823
Cover Image
Tail risk for Australian emerging market entities
Allen, David E.; Kramadibrata, Akhmad R.; Powell, Robert; … - 2011
Persistent link: https://www.econbiz.de/10009410470
Cover Image
Optimising a mining portfolio using CVaR
Allen, David E.; Kramadibrata, Akhmad R.; Powell, Robert; … - 2011
Persistent link: https://www.econbiz.de/10009410472
Cover Image
Peas in a pod : Canadian and Australian banks before and during a Global Financial Crisis
Allen, David E.; Boffey, R. R.; Powell, Robert - 2011
Persistent link: https://www.econbiz.de/10009410482
Cover Image
Industry market value at risk in Australia
Allen, David E. (contributor); Powell, Robert (contributor) - 2007
Persistent link: https://www.econbiz.de/10003477132