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~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
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Risikomaß
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Risk measure
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School of Accounting, Finance and Economics & FEMARC working paper series
Insurance / Mathematics & economics
218
Journal of banking & finance
181
Journal of risk
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European journal of operational research : EJOR
115
Finance research letters
110
Risks : open access journal
109
Energy economics
74
International review of financial analysis
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Economic modelling
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The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Quantitative finance
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Journal of empirical finance
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Journal of risk and financial management : JRFM
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International journal of theoretical and applied finance
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The journal of operational risk
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International review of economics & finance : IREF
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Research in international business and finance
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Journal of international financial markets, institutions & money
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Tail risk for Australian emerging market entities
Allen, David E.
;
Kramadibrata, Akhmad R.
;
Powell, Robert
; …
-
2011
Persistent link: https://www.econbiz.de/10009410470
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2
Optimising a mining portfolio using CVaR
Allen, David E.
;
Kramadibrata, Akhmad R.
;
Powell, Robert
; …
-
2011
Persistent link: https://www.econbiz.de/10009410472
Saved in:
3
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
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4
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
Saved in:
5
CAViaR and the Australian stock markets : an appetiser
Allen, David E.
;
Singh, Abhay Kumar
-
2010
Persistent link: https://www.econbiz.de/10008760322
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6
The fluctuating default risk of Australian banks
Allen, David E.
;
Powell, Robert
-
2010
Persistent link: https://www.econbiz.de/10008760323
Saved in:
7
CVaR and credit risk measurement
Powell, Robert
;
Allen, David E.
-
2009
Persistent link: https://www.econbiz.de/10008667291
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8
Structural credit modelling and its relationship to market value at risk : an Australian sectoral perspective
Allen, David E.
(
contributor
);
Powell, Robert
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003759999
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9
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
10
Industry market value at risk in Australia
Allen, David E.
(
contributor
);
Powell, Robert
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003477132
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