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Hatherley, Anthony Craig. (2005). Asymmetric correlation structures and optimal portfolio construction : a copula based approach Honours Thesis, School of Business, The University of Queensland. 209 8
Alcock, J and Hatherley, A (2009) Asymmetric dependence between domestic equity indices and its effect on portfolio construction. Australian Actuarial Journal, 15 1: 143-180. 219  
Hatherley, A. and Alcock, J. T. (2007) Portfolio construction incorporating asymmetric dependence structures: A user's guide. Accounting and Finance, 47 3: 447-472. doi:10.1111/j.1467-629x.2007.00219.x 139   5 Cited 5 times in Scopus5 0