Dave Allen

Dave Allen is an Honorary Professor in the School of Mathematics and Statistics within the Faculty of Science at the University of Sydney. He earned an Honours degree in Economics from St Andrews University in Scotland in 1970, an M.Phil. in the History of Economic Thought from Leicester University in England in 1976, and a Ph.D. in Finance from the University of Western Australia in 1996. His extensive career includes positions as Lecturer in economics and finance at De Montfort University, Leicester (1975-1979), Lecturer in Finance at the University of Edinburgh Business School (1979-1986), Lecturer and Senior Lecturer in Finance at the University of Western Australia Business School (1986-1992), Challenge Bank Professor of Finance at Curtin University (1992-1996), and Foundation Professor of Finance at Edith Cowan University (1996-2013). He currently serves as Visiting Professor at the University of Sydney School of Mathematics and Statistics, Honorary Chair Professor at the Department of Finance, Asia University, Taiwan, and Honorary Professor at the School of Business and Law, Edith Cowan University.

Allen's research focuses on financial econometrics, encompassing risk management, financial markets, econometric time series, forecasting, and market microstructure. He ranks among the top 5% of authors according to RePEc criteria, including number of works, distinct works, journal pages, and abstract views. Key publications include "Cryptocurrencies, Diversification and the COVID-19 Pandemic" (2022, Journal of Risk and Financial Management), "Drawbacks in the 3-Factor Approach of Fama and French (2018)" (2023, Annals of Financial Economics), "Fake News and Propaganda: Trump’s Democratic America and Hitler’s National Socialist (Nazi) Germany" (2019, Sustainability), "Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates" (2020, Journal of Time Series Econometrics), and "Theoretical and Empirical Differences between Diagonal and Full BEKK for Risk Management" (2018, Energies). His work advances portfolio diversification strategies, critiques asset pricing models, and improves risk modeling. Allen is a Fellow of the Modelling and Simulation Society of Australia and New Zealand and the International Institute of Engineering and Technology, a former Fellow of the Financial Services Institute of Australia, and served on the executive committee of the ARC-funded Financial Integrity Research Network during its first five years.

Professional Email: d.allen@sydney.edu.au