Past HDR students

PhD students at RSFAS have conducted research into a wide range of topics in finance, statistics and actuarial studies. Many of our students have built upon their research achievements to move into successful careers within universities, research institutes and industry.

2019

Thesis title

Pin-Te Lin A Critical Review of Housing Markets

2018

Thesis title

Jiali Wang Recent Developments of Copula-based Models to Handle Missing Data of Mixed-type in Multivariate Analysis
Peter Cayton Essays in Non-Gaussian Time Series Analysis
Wanbin Wang Essays on Financial Applications of Nonlinear Models
Le Chang Essays on Robust Model Selection and Model Averaging for Linear Models

2017

Thesis title

Sarah Osborne Private Equity Transactions and Information Asymmetry
Jan Drienko Trading of Takeover Target Shares
Simon Knapp

Land Use Mapping Using Constrained Monte Carlo Methods

2016

Thesis title

Jananie William Maternal Health System Costs of Adverse Birth Outcomes
Guangyuan (Michael) Gao Three Essays on Bayesian Claims Reserving Methods in General Insurance

2015

Thesis title

Mo Yang Confidence Estimation via Tail Functions
Lulu Fu Statistical and Computational Issues in Fitting a New Model for Indigenous Life Expectancy
Yuguang Fan A Study in Lightly Trimmed Levy Processes
Lingbing Feng Essays on Spatio-temporal Data Analysis: Imputation, Modelling and Prediction
Fei Huang Stochastic Modelling of Actuarial Assumptions Using Chinese Data

2014

Thesis title

Yanlin Shi Essays on Time Series Analysis
Ying Jiang Model Selection Methods in Air Pollution Mortality Time Series Studies
Thu Lan Ho Investment in Tuna Fishing in Vietnam: Investors' Motivations, Concerns and Sustainability Issues
Aaron Bruhn What Happens When it All Goes Wrong? A Study Into the Impacts of Personal Financial Shocks

2013

Thesis title

Jozef Drienko Testing Asset Pricing Models Using Market Expectations
Jennifer Gippel A Revolution in Finance?
Gaurav Khemka The Impact of Economic Changes on Disability Income Insurance and Health in Australia
John Swieringa Emissions Allowances and Energy Markets
Anna Von Reibnitz Cross-Sectional Return Dispersion and the Performance of Active Funds

2012

Thesis title

Richard Cumpston New Techniques for Household Microsimulation and their Application to Australia
Priya Dev Option Pricing for Fractional Activity Time Geometric Brownian Motion
Vijay Murik Essays on Finance Economics
Meifan Qian Measuring the Probability of Informed Trading Around Corporate Announcements
Sviatoslav Rosov Information in Retail Foreign Exchange Markets
Laura Ryan Model Selection in the Context of Zero Non Zero Patterned Vector Autoregression Models
Bin Yu Investor Reaction to Manipulation of Performance Measures

2011

Thesis title

Adam Butt Actuarial Implications of Closed Defined Benefit Superannuation/Pension Plans
Timothy Higgins Essays in the Development and Costing of Income Contingent Loans
Yin Liao Essays on Jumps and Common Jumps in Financial Volatility
Letian Zheng New Spatio-Temporal Models of Australian Rainfall and Temperature Data

2010

Thesis title

Dean Katselas Transparency and Accounting Standards
David Service Disability Income Insurance:  the Australian Experience 1980-2001

2009

Thesis title

Genevieve Hayes Stochastic Solvency Testing in Life Insurance
Haslifah Hasim Revision Method of Human Life Value and Needs Analysis
Ben O'Neill Dealing with Non-Response and Self Selection: A Bayesian approach

2008

Thesis title

Lin Cui FDI Entry Mode Choice of Chinese Multinational Enterprises
Mark Stewart Takeovers and Returns to Shareholders of Target Firms

2007

Thesis title

Shumi Akhtar A Study of Capital Structure and Dividend Policy Determinants in Multinational and Domestic Corporations 
Kathryn Barraclough A State-Contingent Claim Approach to Asset Pricing
Jenni Bettman Fundamental and Technical Analysis: Substitutes or Complements
John Daniel A Model of Prepayment in the Australian Mortgage Backed Security Market
Souliphone Pholsena Three Essays in Microstructure of Derivative Markets
Jie Sun Topics in Asset and Liability Management

2006

Thesis title

Ashraf Chaudhry Quantitative Performance Evaluation of Benchmarked Active Funds
Xi He Addressing Endogeneity: An Empirical Analysis of the Relationship between Corporate Diversification and Firm Value
Linc Thurect Models of the Bid-Ask Spread and Informed Trading on the Australian Stock Exchange

2005

Thesis title

Helen Johnson Truncated Models and Monte Carlo Markov Chain Methods
David Pitt Actuarial Applications of Extreme Value Statistical Theory
Stephen Sault Movements in Global Stock Volatility - A Disaggregated Approach
Suparatana Tanthanongsakkun Essays on Default Risk: Australian Evidence
Qi Kenneth Wang Volatility: A Market-Based Approach

Updated:   7 March 2019 / Responsible Officer:  CBE Communications and Outreach / Page Contact:  College Web Team