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Current Finance and Economics Postgraduate Research Students

Information on current finance and economics postgraduate research degree students, their thesis topic and their supervisors. For information on past finance and economics postgraduate research degree students please click on the link in the box on the right hand side of this page.

Name

Course

Supervisor 1

Supervisor 2

Topic

Samson Assefa

PhD

Erik Schlögl

Carl Chiarella

Credit Risk

Lorenzo Casavecchia

PhD

Ron Bird

Gordon Menzies

Fundamental Analysis, Market Sentiment Indicators and Forecasting

In Hwan (David) Chung

PhD

Erik Schlögl

Carl Chiarella

Interest Rate Derivatives

Rosalie DeGabriele

PhD

Ron Bird

Warren Hogan

Corporate Governance and Public Debt Holders

Kevin Fergusson

PhD

Eckhard Platen

Tony Hall

Finacial Market Dynamics and Risk Measurement

Soheyla Ghomshahi

PhD

Jock Collins

Andrew Jakubowicz
(Faculty of Humanities and Social Sciences)

Emerging Communities From East to West: The Settlement Expeience of Recent Iranian Immigrants in Sydney Australia

Nicole Huang

PhD

Carl Chiarella

Erik Schlögl

Credit Risk

Hardy Hulley

PhD

Eckhard Platen

Tony He

Simulation-based Analysis of Equity Index Models

Kirrily Jordan

PhD

Jock Collins

Simon Darcy

Cosmopolitan Heritage in Multicultural Society

Vladimir Kazakov

PhD

Tony Hall

TBA

Optimal VWAP Trading on ASX

Harry Liem

PhD

Ron Bird

Susan Thorp

The Sustainability of Returns from Alternative Investments

Herman Lukito

PhD

Tony He

Longbing Cao

Adaptive Systems for Learning Trading Rules and Stock Selections

Samuel Chege Maina

PhD

Carl Chiarella

Tony He

Credit Risk Modelling

Louis R Mercorelli

PhD

Tony Hall

David Michayluk

Financial Markets

Troy Morgan

PhD

Erik Schlögl

Carl Chiarella

Quantitative Finance

Hugh Morris

PhD

Warren Hogan

Jock Collins

Financial Services and Insurances

David O'Toole

PhD

Tony Hall

Gordon Menzies

Exchage Rate Forecasting with Forward Rate Systems

Tao Peng

PhD

Erik Schlögl

Dzung Le

Credit Risk Modelling and Credit Derivatives

Jeffrey Scott

PhD

Ron Bird

David Michayluk

Customer Purchasing and Lapse Decisions of Life Insurance Products

Lei Shi

PhD

Tony He

Carl Chiarella

Risk Management Strategies and Aggregation of Heterogeneous Beliefs and Learning

Steve Stone

PhD

Carl Chiarella

Tony He

Pricing and hedging Multi-Factor Commodity Swing Options

Scott Walker

PhD 

David Michayluk

Ron Bird

Events that Change Corporate Structure

Tobias Willem (Gerhard) van de Venter

PhD 

David Michayluk

Satish Thosar

An Empirical Investigation from a Financial Planning Perspective of the Factors that Influence the Financial Risk Tolerance of Individuals

Kees Cornelis Van Gool

PhD 

Elizabeth Savage

Rosalie Viney

The Role of Socioeconomic Status on Health and Health Care

Scott Walker

PhD 

David Michayluk

Ron Bird

Events that Change Corporate Structure

Danny Yeung

PhD 

Ron Bird

Gordon Menzies

The Impact of Institutional Ownership and Stock Returns

Jonathan Ziveyi

PhD 

Carl Chiarella

Tony He

The Valuation of Two-Dimensional American Options Using Spectral Gaberkin Methods