David E. Allen

Publication Activity (10 Years)

Years Active: 2004-2022
Publications (10 Years): 3

Top Topics

Chinese Stock Market

Portfolio Management

Top Venues

Math. Comput. Simul.

Eur. J. Oper. Res.

Publications

David E. Allen, Michael McAleer
Trump's COVID-19 tweets and Dr. Fauci's emails. Scientometrics 127 (3) (2022)
David E. Allen, Michael McAleer
Fake news and indifference to scientific fact: President Trump's confused tweets on global warming, climate change and weather. Scientometrics 117 (1) (2018)
David E. Allen, R. J. Robert, Abhay K. Singh
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement. Eur. J. Oper. Res. 249 (2) (2016)
David E. Allen, Ron Amram, Michael McAleer
Volatility spillovers from the Chinese stock market to economic neighbours. Math. Comput. Simul. 94 (2013)
David E. Allen, A. R. Kramadibrata, R. J. Powell, Abhay K. Singh
Modelling tail credit risk using transition matrices. Math. Comput. Simul. 93 (2013)
Abhay K. Singh, David E. Allen, Powell J. Robert
Extreme market risk and extreme value theory. Math. Comput. Simul. 94 (2013)
Chia-Lin Chang, David E. Allen, Michael McAleer, Teodosio Pérez-Amaral
Risk modelling and management: An overview. Math. Comput. Simul. 94 (2013)
David E. Allen, Michael McAleer, Marcel Scharth
Monte Carlo option pricing with asymmetric realized volatility dynamics. Math. Comput. Simul. 81 (7) (2011)
David E. Allen, Jiti Gao, Michael McAleer
Modelling and managing financial risk: An overview. Math. Comput. Simul. 79 (8) (2009)
David E. Allen, V. Soucik
Long-run underperformance of seasoned equity offerings: Fact or an illusion? Math. Comput. Simul. 78 (2-3) (2008)
David E. Allen, W. Yang
Do UK stock prices deviate from fundamentals? Math. Comput. Simul. 64 (3-4) (2004)