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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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The long-run gains from international equity diversification : Australian evidence from cointegration tests
Allen, David E. - In: Applied financial economics 5 (1995) 1, pp. 33-42
Persistent link: https://www.econbiz.de/10001177192
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Effects of bank funds management activities on the disintermediation of bank deposits
Allen, David E. (contributor); Parwada, Jerry T. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001770510
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Riding the yield curve : an analysis of international evidence
Ang, Sharon; Alles, Lakshman; Allen, David E. - 1999
Persistent link: https://www.econbiz.de/10001416170
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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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A test of the persistence in the performance of UK managed investment funds
Allen, David E. (contributor); Tan, M. L. (contributor) - 1998 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001456442
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Australian domestic portfolio diversification and estimation risk : a review of investment strategies
Allen, David E. - In: Pacific-Basin finance journal 2 (1994) 2, pp. 293-318
Persistent link: https://www.econbiz.de/10001332084
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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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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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Down-side risk metrics as portfolio diversification strategies across the global financial crisis
Allen, David E.; McAleer, Michael; Powell, Robert; … - In: Journal of risk and financial management : JRFM 9 (2016) 2, pp. 1-18
This paper features an analysis of the effectiveness of a range of portfolio diversification strategies, with a focus on down-side risk metrics, as a portfolio diversification strategy in a European market context. We apply these measures to a set of daily arithmetically-compounded returns, in...
Persistent link: https://www.econbiz.de/10011543960