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~isPartOf:"Applied economics"
~isPartOf:"Financial analysts journal : FAJ"
~isPartOf:"Working paper series / Curtin University of Technology, Curtin Business School, School of Economics and Finance and the Economic and Financial Research Unit / School of Economics and Finance, Curtin University of Technology"
~subject:"1983"
~subject:"ARCH-Modell"
~subject:"Portfolio-Management"
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The ultimate trade-off
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Applied economics
Financial analysts journal : FAJ
Working paper series / Curtin University of Technology, Curtin Business School, School of Economics and Finance and the Economic and Financial Research Unit / School of Economics and Finance, Curtin University of Technology
School of Accounting, Finance and Economics & FEMARC working paper series
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Australian domestic portfolio diversification and estimation risk : a review of investment strategies
Allen, David E.
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1993
Persistent link: https://www.econbiz.de/10000870670
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Trade financing procedures in Britain and Japan
Allen, David E.
- In:
Applied economics
19
(
1987
)
6
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pp. 711-728
Persistent link: https://www.econbiz.de/10001047425
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3
Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar
;
Allen, David E.
;
Powell, Robert
- In:
Applied economics
49
(
2017
)
45
,
pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
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In defense of portfolio optimization : what if we can forecast?
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Financial analysts journal : FAJ
75
(
2019
)
3
,
pp. 20-38
Persistent link: https://www.econbiz.de/10012195894
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Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
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"In defense of portfolio optimization: what if we can forecast?": a comment
Michaud, Richard O.
;
Esch, David N.
;
Michaud, Robert O.
- In:
Financial analysts journal : FAJ
76
(
2020
)
2
,
pp. 104-105
Persistent link: https://www.econbiz.de/10012261138
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"In defense of portfolio optimization: what if we can forecast?" : author response
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Financial analysts journal : FAJ
76
(
2020
)
2
,
pp. 106-107
Persistent link: https://www.econbiz.de/10012261139
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