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Details about Susan Thorp

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Workplace:Discipline of Finance, Business School, University of Sydney, (more information at EDIRC)

Access statistics for papers by Susan Thorp.

Last updated 2019-04-07. Update your information in the RePEc Author Service.

Short-id: pth50


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Working Papers

2016

  1. Complex Decision Making: The Roles of Cognitive Limitations, Cognitive Decline and Ageing
    Economics Papers, Economics Group, Nuffield College, University of Oxford Downloads View citations (1)

2015

  1. Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics
    NCER Working Paper Series, National Centre for Econometric Research Downloads
    See also Journal Article in Journal of Futures Markets (2016)
  2. Family, friends and framing: A cross-country study of subjective survival expectations
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads
  3. How portfolios evolve after retirement: evidence from Australia
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2013) Downloads
    Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney (2013) Downloads View citations (3)

    See also Journal Article in The Economic Record (2016)
  4. Suspicious Minds (can be a good thing when saving for retirement)
    Discussion Papers, School of Economics, The University of New South Wales Downloads

2013

  1. As Easy as Pie: How Retirement Savers use Prescribed Investment Disclosures
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads
    See also Journal Article in Journal of Economic Behavior & Organization (2016)
  2. Financial Autarchy as Contagion Prevention: The Case of Colombian Pension Funds
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads
    See also Journal Article in Emerging Markets Finance and Trade (2014)

2012

  1. Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (4)
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2012) Downloads View citations (6)

    See also Journal Article in Journal of Banking & Finance (2015)
  2. Estimating Consumption Plans for Recursive Utility by Maximum Entropy Methods
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads
  3. The Tortoise and the Hare: Risk Premium Versus Alternative Asset Portfolios
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney Downloads View citations (2)

2011

  1. Economic Rationality, Risk Presentation, and Retirement Portfolio Choice
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    Also in Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales (2011) Downloads
  2. Financial Competence, Risk Presentation and Retirement Portfolio Preferences
    Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales Downloads View citations (1)
    See also Journal Article in Journal of Pension Economics and Finance (2014)
  3. Infrastructure: Real Assets and Real Returns
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney Downloads View citations (8)
    See also Journal Article in European Financial Management (2014)
  4. Private Equity: Strategies for Improving Performance
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney Downloads View citations (1)

2010

  1. Financialization, Crisis and Commodity Correlation Dynamics
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (46)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2013)
  2. Hedge Fund Excess Returns Under Time-Varying Beta
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney Downloads View citations (3)

2009

  1. MEANS-TESTED INCOME SUPPORT, PORTFOLIO CHOICE AND DECUMULATION IN RETIREMENT
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney (2009) Downloads View citations (1)

2008

  1. DISCOUNTING AND CONSUMPTION OVER AN UNCERTAIN HORIZON: DRAW-DOWN PLANS FOR FAMILY TRUSTS
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney (2007) Downloads
  2. Piloting a Peer Feedback Program in the Faculty of Business at UTS
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads
  3. SCENARIO ANALYSIS WITH RECURSIVE UTILITY: DYNAMIC CONSUMPTION PLANS FOR CHARITABLE ENDOWMENTS
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney (2007) Downloads View citations (1)
  4. Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH
    NCER Working Paper Series, National Centre for Econometric Research Downloads View citations (7)

2007

  1. Choices and Constraints over Retirement Income Streams: Comparing Rules and Regulations
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (1)
    Also in Discussion Papers, School of Economics, The University of New South Wales (2007) Downloads

    See also Journal Article in The Economic Record (2008)
  2. The Private Value of Public Pensions
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads
    See also Journal Article in Insurance: Mathematics and Economics (2008)

2006

  1. Information processing and measures of integration: New York, London and Tokyo
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads

2005

  1. Asymmetric Risk and International Portfolio Choice
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (1)
  2. Decentralised Portfolio Management: Analysis of Australian Accumulation Funds
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads
  3. Valuing Volatility Spillovers
    International Finance, University Library of Munich, Germany Downloads View citations (2)
    Also in Research Papers, Macquarie University, Department of Economics (2005) Downloads View citations (2)

    See also Journal Article in Global Finance Journal (2006)

2004

  1. Annuitization and Asset Allocation with HARA Utlity
    Econometric Society 2004 Australasian Meetings, Econometric Society
    See also Journal Article in Journal of Pension Economics and Finance (2005)
  2. That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds
    Econometric Society 2004 Australasian Meetings, Econometric Society Downloads

1989

  1. The Relationship between Financial Indicators and Economic Activity: Some Further Evidence
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (4)

1988

  1. Do Financial Aggregates Lead Activity?: A Preliminary Analysis
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads
  2. VAR Forecasting Models of the Australian Economy: A Preliminary Analysis
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads
    See also Journal Article in Australian Economic Papers (1988)

1987

  1. Money Demand, Own Interest Rates and Deregulation
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (11)
  2. The Australian Demand Function for Money: Another Look at Stability
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (10)

Journal Articles

2019

  1. Reversing disbursement rates to estimate stationary wealth processes for endowments with recursive preferences
    Applied Economics, 2019, 51, (14), 1541-1557 Downloads
  2. Superannuation in Australia: A Survey of the Literature
    The Economic Record, 2019, 95, (308), 141-160 Downloads

2018

  1. Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis
    Emerging Markets Review, 2018, 34, (C), 162-174 Downloads
  2. Individual Capability and Effort in Retirement Benefit Choice
    Journal of Risk & Insurance, 2018, 85, (2), 483-512 Downloads
  3. One size fits all? Tailoring retirement plan defaults
    Journal of Economic Behavior & Organization, 2018, 145, (C), 546-566 Downloads
  4. Retirement Savings: A Tale of Decisions and Defaults
    Economic Journal, 2018, 128, (610), 1047-1094 Downloads View citations (2)
  5. Who starts a self-managed superannuation fund and why?
    Australian Journal of Management, 2018, 43, (3), 373-403 Downloads

2017

  1. Age pensioner decumulation: Responses to incentives, uncertainty and family need
    Australian Journal of Management, 2017, 42, (4), 583-607 Downloads
  2. Default and naive diversification heuristics in annuity choice
    Australian Journal of Management, 2017, 42, (1), 32-57 Downloads View citations (4)
  3. Design of MySuper default funds: influences and outcomes
    Accounting and Finance, 2017, 57, (1), 47-85 Downloads
  4. Determinants of the crude oil futures curve: Inventory, consumption and volatility
    Journal of Banking & Finance, 2017, 84, (C), 53-67 Downloads View citations (3)

2016

  1. As easy as pie: How retirement savers use prescribed investment disclosures
    Journal of Economic Behavior & Organization, 2016, 121, (C), 60-76 Downloads View citations (3)
    See also Working Paper (2013)
  2. Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics
    Journal of Futures Markets, 2016, 36, (6), 522-544 Downloads View citations (4)
    See also Working Paper (2015)
  3. How Portfolios Evolve after Retirement: Evidence from Australia
    The Economic Record, 2016, 92, (297), 241-267 Downloads View citations (5)
    See also Working Paper (2015)
  4. Risk Presentation and Portfolio Choice
    Review of Finance, 2016, 20, (1), 201-229 Downloads

2015

  1. Cohort and target age effects on subjective survival probabilities: Implications for models of the retirement phase
    Journal of Economic Dynamics and Control, 2015, 55, (C), 39-56 Downloads View citations (8)
  2. Endogenous crisis dating and contagion using smooth transition structural GARCH
    Journal of Banking & Finance, 2015, 58, (C), 71-79 Downloads View citations (19)
    See also Working Paper (2012)
  3. Optimal Annuity Purchases for Australian Retirees
    The Economic Record, 2015, 91, (293), 139-154 Downloads View citations (6)

2014

  1. Financial Autarchy as Contagion Prevention: The Case of Colombian Pension Funds
    Emerging Markets Finance and Trade, 2014, 50, (03), 122-139 Downloads View citations (1)
    Also in Emerging Markets Finance and Trade, 2014, 50, (S3), 122-139 (2014) Downloads

    See also Working Paper (2013)
  2. Financial competence, risk presentation and retirement portfolio preferences
    Journal of Pension Economics and Finance, 2014, 13, (01), 27-61 Downloads View citations (3)
    See also Working Paper (2011)
  3. Infrastructure: Real Assets and Real Returns
    European Financial Management, 2014, 20, (4), 802-824 Downloads View citations (2)
    See also Working Paper (2011)
  4. Just Interested or Getting Involved? An Analysis of Superannuation Attitudes and Actions
    The Economic Record, 2014, 90, (289), 160-178 Downloads View citations (5)

2013

  1. Financialization, crisis and commodity correlation dynamics
    Journal of International Financial Markets, Institutions and Money, 2013, 24, (C), 42-65 Downloads View citations (158)
    See also Working Paper (2010)
  2. Means-Tested Public Pensions, Portfolio Choice and Decumulation in Retirement
    The Economic Record, 2013, 89, (284), 31-51 Downloads View citations (13)

2012

  1. Financial Competence and Expectations Formation: Evidence from Australia
    The Economic Record, 2012, 88, (280), 39-63 Downloads View citations (8)

2011

  1. Uncertain survival and time discounting: intertemporal consumption plans for family trusts
    Journal of Population Economics, 2011, 24, (1), 239-266 Downloads View citations (1)

2010

  1. Unobservable shocks as carriers of contagion
    Journal of Banking & Finance, 2010, 34, (5), 1008-1021 Downloads View citations (32)

2008

  1. Choices and Constraints over Retirement Income Streams: Comparing Rules and Regulations
    The Economic Record, 2008, 84, (s1), S17-S31 Downloads View citations (4)
    See also Working Paper (2007)
  2. The private value of public pensions
    Insurance: Mathematics and Economics, 2008, 42, (3), 1138-1145 Downloads View citations (2)
    See also Working Paper (2007)

2007

  1. Decentralized investment management: an analysis of non-profit pension funds
    Journal of Pension Economics and Finance, 2007, 6, (01), 21-44 Downloads View citations (4)
  2. Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York
    Journal of Multinational Financial Management, 2007, 17, (4), 275-289 Downloads View citations (4)
  3. SYMMETRIC VERSUS ASYMMETRIC CONDITIONAL COVARIANCE FORECASTS: DOES IT PAY TO SWITCH?
    Journal of Financial Research, 2007, 30, (3), 355-377 Downloads View citations (8)

2006

  1. Valuing volatility spillovers
    Global Finance Journal, 2006, 17, (1), 1-22 Downloads View citations (19)
    See also Working Paper (2005)

2005

  1. 'That Courage is not Inconsistent with Caution': Currency Hedging for Superannuation Funds
    The Economic Record, 2005, 81, (252), 38-50 Downloads View citations (1)
  2. Annuitization and asset allocation with HARA utility
    Journal of Pension Economics and Finance, 2005, 4, (03), 225-248 Downloads View citations (27)
    See also Working Paper (2004)

1988

  1. VAR Forecasting Models of the Australian Economy: A Preliminary Analysis
    Australian Economic Papers, 1988, 27, 108-20 View citations (6)
    See also Working Paper (1988)

Chapters

2016

  1. Complex Decision Making
    Elsevier Downloads View citations (2)

2007

  1. Financial engineering for Australian annuitants
    Chapter 7 in Retirement Provision in Scary Markets, 2007 Downloads View citations (1)
 
Page updated 2019-05-26