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The long-run gains from international equity diversification : Australian evidence from cointegration tests
Allen, David E. - 1993
Persistent link: https://www.econbiz.de/10000856762
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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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Multivariate volatility impulse response analysis of GFC news events
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2015
Persistent link: https://www.econbiz.de/10011432589
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Daily market news sentiment and stock prices
Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - 2015
Persistent link: https://www.econbiz.de/10011432600
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Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2015
Persistent link: https://www.econbiz.de/10011432732
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Risk modelling and management : an overview
Chang, Chia-Lin; Allen, David E.; McAleer, Michael; … - 2013
Persistent link: https://www.econbiz.de/10009781946
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A multi-criteria portfolio analysis of hedge fund strategies
Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - 2016
Persistent link: https://www.econbiz.de/10011631787
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Theoretical and empirical differences between diagonal and full BEKK for risk management
Allen, David E.; McAleer, Michael - 2017
Persistent link: https://www.econbiz.de/10011734887
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Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2016
Persistent link: https://www.econbiz.de/10011823323
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A multi-criteria financial and energy portfolio analysis of hedge fund strategies
Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - 2018
Persistent link: https://www.econbiz.de/10011868783