Details about Susan Thorp
Access statistics for papers by Susan Thorp.
Last updated 2023-03-16. Update your information in the RePEc Author Service.
Short-id: pth50
Jump to Journal Articles Chapters
Working Papers
2016
- Complex Decision Making: The Roles of Cognitive Limitations, Cognitive Decline and Ageing
Economics Papers, Economics Group, Nuffield College, University of Oxford View citations (12)
2015
- Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics
NCER Working Paper Series, National Centre for Econometric Research 
See also Journal Article in Journal of Futures Markets (2016)
- 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 
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2013) View citations (1) Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney (2013) View citations (4)
See also Journal Article in The Economic Record (2016)
- Suspicious Minds (can be a good thing when saving for retirement)
Discussion Papers, School of Economics, The University of New South Wales View citations (2)
2013
- As Easy as Pie: How Retirement Savers use Prescribed Investment Disclosures
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney 
See also Journal Article in Journal of Economic Behavior & Organization (2016)
- Financial Autarchy as Contagion Prevention: The Case of Colombian Pension Funds
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney 
See also Journal Article in Emerging Markets Finance and Trade (2014)
2012
- Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (10)
Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2012) View citations (15)
See also Journal Article in Journal of Banking & Finance (2015)
- Estimating Consumption Plans for Recursive Utility by Maximum Entropy Methods
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney
- 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 View citations (7)
2011
- Economic Rationality, Risk Presentation, and Retirement Portfolio Choice
Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales 
Also in MPRA Paper, University Library of Munich, Germany (2011) View citations (1)
- 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 View citations (1)
See also Journal Article in Journal of Pension Economics and Finance (2014)
- Infrastructure: Real Assets and Real Returns
Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (13)
See also Journal Article in European Financial Management (2014)
- Private Equity: Strategies for Improving Performance
Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (1)
2010
- Financialization, Crisis and Commodity Correlation Dynamics
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (63)
See also Journal Article in Journal of International Financial Markets, Institutions and Money (2013)
- Hedge Fund Excess Returns Under Time-Varying Beta
Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (3)
2009
- Means-Tested Income Support, Portfolio Choice and Decumulation in Retirement
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (3)
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2009) 
See also Journal Article in The Economic Record (2013)
2008
- 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 
Also in Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney (2007)
- 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
- 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 
Also in Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney (2007) View citations (1)
- Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH
NCER Working Paper Series, National Centre for Econometric Research View citations (7)
2007
- Choices and Constraints over Retirement Income Streams: Comparing Rules and Regulations
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (1)
Also in Discussion Papers, School of Economics, The University of New South Wales (2007) View citations (1)
See also Journal Article in The Economic Record (2008)
- The Private Value of Public Pensions
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney 
See also Journal Article in Insurance: Mathematics and Economics (2008)
2006
- Information processing and measures of integration: New York, London and Tokyo
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney
2005
- Asymmetric Risk and International Portfolio Choice
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (1)
- Decentralised Portfolio Management: Analysis of Australian Accumulation Funds
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney
- Valuing Volatility Spillovers
Research Papers, Macquarie University, Department of Economics 
Also in International Finance, University Library of Munich, Germany (2005) View citations (2)
See also Journal Article in Global Finance Journal (2006)
2004
- 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)
- That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds
Econometric Society 2004 Australasian Meetings, Econometric Society
1989
- The Relationship between Financial Indicators and Economic Activity: Some Further Evidence
RBA Research Discussion Papers, Reserve Bank of Australia View citations (9)
1988
- Do Financial Aggregates Lead Activity?: A Preliminary Analysis
RBA Research Discussion Papers, Reserve Bank of Australia
- VAR Forecasting Models of the Australian Economy: A Preliminary Analysis
RBA Research Discussion Papers, Reserve Bank of Australia View citations (4)
See also Journal Article in Australian Economic Papers (1988)
1987
- Money Demand, Own Interest Rates and Deregulation
RBA Research Discussion Papers, Reserve Bank of Australia View citations (15)
- The Australian Demand Function for Money: Another Look at Stability
RBA Research Discussion Papers, Reserve Bank of Australia View citations (14)
Journal Articles
2022
- Defaults, disclosures, advice and calculators: One size does not fit all
Journal of Behavioral and Experimental Finance, 2022, 35, (C)
- Flexible insurance for long‐term care: A study of stated preferences
Journal of Risk & Insurance, 2022, 89, (3), 823-858
- Reducing credit card delinquency using repayment reminders
Journal of Banking & Finance, 2022, 142, (C)
2021
- Experiences of current and former members of self-managed superannuation funds
Australian Journal of Management, 2021, 46, (2), 304-325 View citations (1)
2020
- Flicking the switch: Simplifying disclosure to improve retirement plan choices
Journal of Banking & Finance, 2020, 121, (C) View citations (1)
2019
- Engagement with Retirement Savings: It Is a Matter of Trust
Journal of Consumer Affairs, 2019, 53, (3), 917-945 View citations (7)
- Reversing disbursement rates to estimate stationary wealth processes for endowments with recursive preferences
Applied Economics, 2019, 51, (14), 1541-1557
- Superannuation in Australia: A Survey of the Literature
The Economic Record, 2019, 95, (308), 141-160 View citations (5)
2018
- First Impressions Matter: An Experimental Investigation of Online Financial Advice
Management Science, 2018, 64, (1), 288-307 View citations (5)
- Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis
Emerging Markets Review, 2018, 34, (C), 162-174 View citations (1)
- Individual Capability and Effort in Retirement Benefit Choice
Journal of Risk & Insurance, 2018, 85, (2), 483-512 View citations (10)
- One size fits all? Tailoring retirement plan defaults
Journal of Economic Behavior & Organization, 2018, 145, (C), 546-566 View citations (21)
- Retirement Savings: A Tale of Decisions and Defaults
Economic Journal, 2018, 128, (610), 1047-1094 View citations (11)
- Who starts a self-managed superannuation fund and why?
Australian Journal of Management, 2018, 43, (3), 373-403 View citations (2)
2017
- Age pensioner decumulation: Responses to incentives, uncertainty and family need
Australian Journal of Management, 2017, 42, (4), 583-607 View citations (11)
- Default and naive diversification heuristics in annuity choice
Australian Journal of Management, 2017, 42, (1), 32-57 View citations (12)
- Design of MySuper default funds: influences and outcomes
Accounting and Finance, 2017, 57, (1), 47-85 View citations (3)
- Determinants of the crude oil futures curve: Inventory, consumption and volatility
Journal of Banking & Finance, 2017, 84, (C), 53-67 View citations (14)
2016
- As easy as pie: How retirement savers use prescribed investment disclosures
Journal of Economic Behavior & Organization, 2016, 121, (C), 60-76 View citations (13)
See also Working Paper (2013)
- Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics
Journal of Futures Markets, 2016, 36, (6), 522-544 View citations (20)
See also Working Paper (2015)
- How Portfolios Evolve after Retirement: Evidence from Australia
The Economic Record, 2016, 92, (297), 241-267 View citations (21)
See also Working Paper (2015)
- Risk Presentation and Portfolio Choice
Review of Finance, 2016, 20, (1), 201-229 View citations (8)
2015
- 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 View citations (25)
- Endogenous crisis dating and contagion using smooth transition structural GARCH
Journal of Banking & Finance, 2015, 58, (C), 71-79 View citations (45)
See also Working Paper (2012)
- Optimal Annuity Purchases for Australian Retirees
The Economic Record, 2015, 91, (293), 139-154 View citations (15)
2014
- Financial Autarchy as Contagion Prevention: The Case of Colombian Pension Funds
Emerging Markets Finance and Trade, 2014, 50, (S3), 122-139 View citations (2)
Also in Emerging Markets Finance and Trade, 2014, 50, (03), 122-139 (2014) View citations (2)
See also Working Paper (2013)
- Financial competence, risk presentation and retirement portfolio preferences*
Journal of Pension Economics and Finance, 2014, 13, (1), 27-61 View citations (8)
See also Working Paper (2011)
- Infrastructure: Real Assets and Real Returns
European Financial Management, 2014, 20, (4), 802-824 View citations (13)
See also Working Paper (2011)
- Just Interested or Getting Involved? An Analysis of Superannuation Attitudes and Actions
The Economic Record, 2014, 90, (289), 160-178 View citations (14)
2013
- Financialization, crisis and commodity correlation dynamics
Journal of International Financial Markets, Institutions and Money, 2013, 24, (C), 42-65 View citations (372)
See also Working Paper (2010)
- Means-Tested Public Pensions, Portfolio Choice and Decumulation in Retirement
The Economic Record, 2013, 89, (284), 31-51 View citations (20)
See also Working Paper (2009)
2012
- Financial Competence and Expectations Formation: Evidence from Australia
The Economic Record, 2012, 88, (280), 39-63 View citations (17)
2011
- Uncertain survival and time discounting: intertemporal consumption plans for family trusts
Journal of Population Economics, 2011, 24, (1), 239-266 View citations (2)
2010
- Unobservable shocks as carriers of contagion
Journal of Banking & Finance, 2010, 34, (5), 1008-1021 View citations (50)
2008
- Choices and Constraints over Retirement Income Streams: Comparing Rules and Regulations
The Economic Record, 2008, 84, (s1), S17-S31 View citations (4)
See also Working Paper (2007)
- The private value of public pensions
Insurance: Mathematics and Economics, 2008, 42, (3), 1138-1145 View citations (3)
See also Working Paper (2007)
2007
- Decentralized investment management: an analysis of non-profit pension funds
Journal of Pension Economics and Finance, 2007, 6, (1), 21-44 View citations (5)
- Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York
Journal of Multinational Financial Management, 2007, 17, (4), 275-289 View citations (4)
- SYMMETRIC VERSUS ASYMMETRIC CONDITIONAL COVARIANCE FORECASTS: DOES IT PAY TO SWITCH?
Journal of Financial Research, 2007, 30, (3), 355-377 View citations (8)
2006
- Valuing volatility spillovers
Global Finance Journal, 2006, 17, (1), 1-22 View citations (21)
See also Working Paper (2005)
2005
- Annuitization and asset allocation with HARA utility
Journal of Pension Economics and Finance, 2005, 4, (3), 225-248 View citations (36)
See also Working Paper (2004)
- ‘That Courage is not Inconsistent with Caution’: Currency Hedging for Superannuation Funds
The Economic Record, 2005, 81, (252), 38-50 View citations (1)
1988
- VAR Forecasting Models of the Australian Economy: A Preliminary Analysis
Australian Economic Papers, 1988, 27, 108-20 View citations (8)
See also Working Paper (1988)
Chapters
2016
- Complex Decision Making
Elsevier View citations (12)
2007
- Financial engineering for Australian annuitants
Chapter 7 in Retirement Provision in Scary Markets, 2007 View citations (3)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|