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Issue Date
Title
Author(s)
2005-01
A stochastic approach to modelling the USD/AUD exchange rate: Implications for managing foreign exchange exposure
Ellis, C
;
Wilson, PJ
2005-01
The use of expert systems in property portfolio construction
Ellis, C
;
Wilson, PJ
;
Daly, K
;
Valentine, T
;
Ellis, C
;
Vo, XV
2006-01
The distribution of yen denominated credit spreads
Ellis, C
;
Hogan, W
;
Batten, J
;
Fetherston, TA
;
Szilagyi, PG
2002-10-15
Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds
Batten, J
;
Ellis, C
;
Hogan, W
2007-01
Real Estate 'Value' Stocks and International Diversification
Ellis, C
;
Wilson, PJ
;
Zurbruegg, R
2004-01
Another look at the forecast performance of ARFIMA models.
Ellis, C
;
Wilson, PJ
2006-01
Expert system portfolios of Australian and UK securitised property investments
Ellis, C
;
Wilson, PJ
2005-01
Can a neural network property portfolio selection process outperform the property market?
Ellis, C
;
Wilson, PJ
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