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Australian domestic portfolio diversification and estimation risk : a review of investment strategies
Allen, David E. - 1993
Persistent link: https://www.econbiz.de/10000870670
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Hedging with interest rate caps compared with a policy of maintaining a balanced portfolio of loans (PLA) and averaging the borrowing costs
Allen, David E. (contributor); Steyn, Quinten (contributor) - 2007
Persistent link: https://www.econbiz.de/10003759980
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Portfolio investment modeling using high frequency data
Allen, David E. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003760014
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A comparison of parametric and sampling approaches to portfolio investment selection using FTSE100 stocks
Allen, David E. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003760016
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Volatility and correlations for stock markets in the emerging economies
Allen, David E.; Golab, A.; Powell, Robert - 2010
Persistent link: https://www.econbiz.de/10008666976
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Minimizing loss at times of financial crisis : Quantile Regression as a tool for portfolio investment decisions
Allen, David E.; Singh, Abhay Kumar - 2009
Persistent link: https://www.econbiz.de/10008667281
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Optimising a mining portfolio using CVaR
Allen, David E.; Kramadibrata, Akhmad R.; Powell, Robert; … - 2011
Persistent link: https://www.econbiz.de/10009410472
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Asset selection using factor model and data envelope analysis : a quantile regression approach
Singh, Abhay Kumar; Allen, David E. - 2010
Persistent link: https://www.econbiz.de/10008760318
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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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Modelling and forecasting dynamic VaR thresholds for risk management and regulation
Allen, David E. (contributor); McAleer, Michael (contributor) - 2005
Persistent link: https://www.econbiz.de/10003097567