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Allen, David - 1980

Persistent link: https://www.econbiz.de/10000051000

Recent Developments in Financial Economics and Econometrics: An Overview

Chang, Chia-Lin; Allen, David; McAleer, Michael - 2013

Research papers in empirical finance and financial econometrics are among the most widely cited, downloaded and viewed articles in the discipline of Finance. The special issue presents several papers by leading scholars in the field on “Recent Developments in Financial Economics and...

Persistent link: https://www.econbiz.de/10010326212

1/N versus mean-variance : what if we can forecast?

Allen, David; Lizieri, Colin; Satchell, Stephen - 2012

Persistent link: https://www.econbiz.de/10009667154

Quantifying the non-Gaussian gain

Allen, David; Satchell, Stephen; Lizieri, Colin - In: The journal of asset management : a major new, … 25 (2024) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10014511571

"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

"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

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

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