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The Fluctuating Default Risk of Australian Banks
Allen, David E., (2012)
Tail risk for Australian emerging market entities
Allen, David E., (2011)
Optimising a mining portfolio using CVaR
A Quantile Monte Carlo Approach to Measuring Extreme Credit Risk
Survival of the Fittest : Contagion as a Determinant of Canadian and Australian Bank Risk
Peas in a Pod : Canadian and Australian Banks Before and During a Global Financial Crisis