eCite Digital Repository

Items where Subject is Field of Research, Commerce, Management, Tourism and Services, Banking, Finance and Investment, Investment and Risk Management

Journal Article
Parlapiano, F and Alexeev, V and Dungey, M, Exchange rate risk exposure and the value of European Firms, The European Journal of Finance, 23, (2) pp. 111-129. ISSN 1351-847X (2017) [Refereed Article] 
Alexeev, V and Dungey, M, Equity portfolio diversification with high frequency data, Quantitative Finance, 15, (7) pp. 1205-1215. ISSN 1469-7688 (2015) [Refereed Article] 
Wilkens, M and Yao, J and Oehler, PJ and Jeyasreedharan, N, Evaluating the performance of hedge funds using two-stage peer group benchmarks, Journal of Asset Management, 16, (4) pp. 272-291. ISSN 1470-8272 (2015) [Refereed Article] 
Dungey, M, Classroom ideas: Finance is fun! Maths and money, Australian Mathematics Teacher, 70, (4) pp. 35-40. ISSN 0045-0685 (2014) [Contribution to Refereed Journal]
Doan, MP and Alexeev, V and Brooks, R, Concurrent momentum and contrarian strategies in the Australian stock market, Australian Journal of Management, 41, (1) pp. 77-106. ISSN 0312-8962 (2014) [Refereed Article] 
Alexeev, V and Tapon, F, How many stocks are enough for diversifying Canadian institutional portfolios?, Canadian Investment Review pp. 1-12. ISSN 0840-6863 (2014) [Refereed Article]
Alexeev, V and Tapon, F, The number of stocks in your portfolio should be larger than you think: diversification evidence from five developed markets, The Journal of Investment Strategies, 4, (1) pp. 43-82. ISSN 2047-1238 (2014) [Refereed Article] 
Alexeev, V and Tapon, F, What Australian Investors need to know to diversify their portfolios, JASSA, (4) pp. 14-20. ISSN 0313-5934 (2013) [Refereed Article] 
Subramaniam, N and McManus, L and Zhang, J, Corporate governance, firm characteristics and risk management committee formation in Australian companies, Managerial Auditing Journal, 24, (4) pp. 316-339. ISSN 0268-6902 (2009) [Refereed Article] 
Conference Publication
Ahmad, S and Ng, C and McManus, L, Enterprise risk management (ERM) implementation: some empirical evidence from large Australian companies, Procedia - Social and Behavioral Sciences, 18-19 August 2014, Kuala Lumpur, Malaysia, pp. 541-547. ISSN 1877-0428 (2014) [Refereed Conference Paper]
Wilkins, M and Yao, J and Jeyasreedharan, N and Oehler, P, Measuring the performance of hedge funds using two-stage peer group benchmarks, Beyond the Frontiers: New Directions in Economics - Proceedings of the 42nd Australian Conference of Economists, 7-10 July 2013, Perth, pp. 1-34. ISBN 978-1-921877-12-4 (2013) [Refereed Conference Paper] 
Other Public Output
Harrison, M, Risks behind China deal: Interview with Emily Baker, The Mercury, News Limited, Hobart, Tasmania, 12 MAy, p. 12. (2019) [Media Interview]

This list was generated on Thu Jul 16 04:33:01 2020.