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~isPartOf:"Journal of empirical finance"
~isPartOf:"Working paper series / School of Economics and Finance, Curtin University of Technology"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Portfolio-Management"
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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.
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1993
Persistent link: https://www.econbiz.de/10000870670
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A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
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