BibTeX records: D. E. Allen

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@article{DBLP:journals/eor/AllenPS16,
  author    = {D. E. Allen and
               R. J. Powell and
               A. K. Singh},
  title     = {Take it to the limit: Innovative CVaR applications to extreme credit
               risk measurement},
  journal   = {Eur. J. Oper. Res.},
  volume    = {249},
  number    = {2},
  pages     = {465--475},
  year      = {2016},
  url       = {https://doi.org/10.1016/j.ejor.2014.12.017},
  doi       = {10.1016/j.ejor.2014.12.017},
  timestamp = {Fri, 21 Feb 2020 00:00:00 +0100},
  biburl    = {https://dblp.org/rec/journals/eor/AllenPS16.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcs/AllenKPS13,
  author    = {D. E. Allen and
               A. R. Kramadibrata and
               R. J. Powell and
               A. K. Singh},
  title     = {Modelling tail credit risk using transition matrices},
  journal   = {Math. Comput. Simul.},
  volume    = {93},
  pages     = {67--75},
  year      = {2013},
  url       = {https://doi.org/10.1016/j.matcom.2012.09.011},
  doi       = {10.1016/j.matcom.2012.09.011},
  timestamp = {Wed, 04 Mar 2020 00:00:00 +0100},
  biburl    = {https://dblp.org/rec/journals/mcs/AllenKPS13.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcs/AllenS08,
  author    = {D. E. Allen and
               V. Soucik},
  title     = {Long-run underperformance of seasoned equity offerings: Fact or an
               illusion?},
  journal   = {Math. Comput. Simul.},
  volume    = {78},
  number    = {2-3},
  pages     = {146--154},
  year      = {2008},
  url       = {https://doi.org/10.1016/j.matcom.2008.01.034},
  doi       = {10.1016/j.matcom.2008.01.034},
  timestamp = {Wed, 04 Mar 2020 00:00:00 +0100},
  biburl    = {https://dblp.org/rec/journals/mcs/AllenS08.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcs/AllenY04,
  author    = {D. E. Allen and
               W. Yang},
  title     = {Do {UK} stock prices deviate from fundamentals?},
  journal   = {Math. Comput. Simul.},
  volume    = {64},
  number    = {3-4},
  pages     = {373--383},
  year      = {2004},
  url       = {https://doi.org/10.1016/S0378-4754(03)00103-4},
  doi       = {10.1016/S0378-4754(03)00103-4},
  timestamp = {Wed, 04 Mar 2020 00:00:00 +0100},
  biburl    = {https://dblp.org/rec/journals/mcs/AllenY04.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
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