| Conditional value at risk applications to the global mining industry D Allen, A Kramadibrata, R Powell, A Singh | 9 | 2012 |
| Modelling tail credit risk using transition matrices DE Allen, AR Kramadibrata, RJ Powell, AK Singh Mathematics and computers in simulation 93, 67-75, 2013 | 7 | 2013 |
| Xtreme credit risk models: Implications for bank capital buffers DE Allen, A Kramadibrata, RJ Powell, A Kumar-Singh Systemic Risk, Basel III, Financial Stability and Regulation, 2011 | 7 | 2011 |
| Comparing Australian and US corporate default risk using quantile regression DE Allen, AR Kramadibrata, RJ Powell, AK Singh The Econometric Society, 2011 | 7 | 2011 |
| A panel-based quantile regression analysis of funds of hedge funds DE Allen, A Kramadibrata, RJ Powell, AK Singh Reconsidering funds of hedge funds: the financial crisis and best practices …, 2013 | 6 | 2013 |
| Thumbs up to parametric measures of relative VaR and CVaR in Indonesian sectors DE Allen, RR Boffey, AR Kramadibrata, RJ Powell, AK Singh International Journal of Business Studies: A Publication of the Faculty of …, 2012 | 6 | 2012 |
| Default risk in the European automotive industry DE Allen, AR Kramadibrata, RJ Powell, A Singh International review of business research papers 9 (1), 22-37, 2013 | 5 | 2013 |
| Innovative transition matrix techniques for measuring extreme risk: an Australian and US comparison D Allen, A Kramadibrata, R Powell, A Singh | 5 | 2011 |
| Identifying European Industries with Extreme Default Risk: Application of CVaR Techniques to Transition Matrices D Allen, A Kramadibrata, R Powell, A Singh | 4 | 2012 |
| Bank Risk: Does Size Matter? D Allen, AR Kramadibrata, R Powell, AK Singh | 4 | 2011 |
| Primary sector volatility and default risk in Indonesia DE Allen, RR Boffey, AR Kramadibrata, R Powell, A Singh The Modelling and Simulation Society of Australia and New Zealand Inc., 2013 | 3 | 2013 |
| Are credit ratings a good measure of capital adequacy? D Allen, A Kramadibrata, R Powell, A Singh | 3 | 2011 |
| Understanding the regulation impact: US funds of hedge funds after the crisis DE Allen, A Kramadibrata, RJ Powell, AK Singh Reconsidering funds of hedge funds: the financial crisis and best practices …, 2013 | 2 | 2013 |
| A quantile analysis of default risk for speculative and emerging companies D Allen, A Kramadibrata, R Powell, A Singh | 2 | 2012 |
| South African regulatory reforms of funds of hedge funds DE Allen, A Kramadibrata, RJ Powell, AK Singh Reconsidering funds of hedge funds: the financial crisis and best practices …, 2013 | 1 | 2013 |
| Short Selling Stock Indices on Signals from Implied Volatility Index Changes: Evidence from Quantile Regression-Based Techniques DE Allen, AK Singh, RJ Powell, A Kramadibrata Handbook of Short Selling, 479-492, 2012 | 1 | 2012 |
| Tail Risk for Australian Emerging Market Entities DE Allen, A Kramadibrata, RJ Powell, AK Singh Available at SSRN 1967299, 2011 | 1 | 2011 |
| Bank Risk: Does Size Matter? RJ Powell, A Kramadibrata, DE Allen, AK Singh Available at SSRN 1965283, 2011 | 1 | 2011 |
| Extreme equities risk in emerging markets: evidence from Australia DE Allen, AR Kramadibrata, RJ Powell, AK Singh Global Review of Accounting and Finance 4 (1), 75-84, 2013 | | 2013 |
| Extreme equities risk in emerging markets DE Allen, AR Kramadibrata, R Powell, A Singh World Business Institute, 2013 | | 2013 |
