A Comprehensive Stability Indicator for Banks

by Robert J. Powell, Duc H. Vo
Published 2020-02-01

Anybody can do Value at Risk: A Teaching Study using Parametric Computation and Monte Carlo Simulation

by Yun Hsing Cheung, Robert J. Powell
Published 2012-12-01

Anybody can do Value at Risk: A Nonparametric Teaching Study

by Robert J Powell, Yun Hsing (Y H) Cheung
Published 2012-03-01

Do Nonparametric Measures of Extreme Equity Risk Change the Parametric Ordinal Ranking? Evidence from Asia

by Robert J. Powell, Duc H. Vo, Thach N. Pham
Published 2018-10-01

A dataset on tail risk of commodities markets

by Robert J. Powell, Duc H. Vo, Thach N. Pham, Abhay K. Singh
Published 2017-12-01

Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis

by David E. Allen, Michael McAleer, Robert J. Powell, Abhay K. Singh
Published 2016-06-01