Financial Forecasting and Risk Management (FFoRM)
Group members
Dr Terry Boulter Senior lecturer and discipline head - Finance/Insurance |
Dr. Terry Boulter heads the Finance/Insurance discipline group in the Deakin Graduate School of Business. In his PhD he conducted a set of four empirical studies using financial econometrics to examine volatility and speed of adjustment within foreign exchange markets. His current interests are with country’s within the South East Asian regions, focusing on emerging economy exchange rate policies, and with the hedging practices of companies within the region. Currently he is the principal supervisor of two PhD students - one of them is examining indirect government intervention within currency markets and the other is examining the relationship between optimal capital structure and hedging policy. His research interests are in currency markets and exchange rate issues facing emerging economies. His most recent research paper (currently under review) is titled: “The Hedging Practice of Thai Companies Post Asian Financial Crisis”. |
Dr Sukanto Bhattacharya Senior lecturer and research group coordinator |
Dr. Sukanto Bhattacharya received his PhD from the School of Information Technology, Bond University, Australia in 2004. He has served as an Assistant Professor of Finance at Alaska Pacific University, Anchorage, USA and also at Dickinson College, Pennsylvania, USA prior to returning to Australia in 2008 and subsequently joining as a Postdoctoral Research Fellow at University of Queensland's UQ-KPMG Centre for Business Forensics. He is currently a Senior Lecturer in Finance in the Deakin Graduate School of Business. Sukanto won the faculty excellence award in 2005-2006 for outstanding contribution to research, scholarship and creativity at Alaska Pacific University, USA. He also features among the Who's Who in Collegiate Faculty. His main area of research interest concerns mathematical models for financial fraud detection, business failure prediction and forecasting/analysis of corporate credit ratings using non-parametric techniques. |
Dr Gus Hossari Senior lecturer - Accounting |
Dr. Gus Hossari has conducted research in the areas of valuation of financial securities, and modeling corporate collapse. Dr. Hossari's research is primarily - but not entirely - of an empirical nature. At various stages in his research, he has utilised statistical tools such as time series analysis, regression analysis, factor analysis, multiple discriminant analysis and multi-level modeling. Dr. Hossari has made seminal contributions to the corporate collapse literature and his most recent research interest is in modelling corporate collapse focusing on multi-level modelling. |
Dr Mong Shan Ee Lecturer - Finance/Insurance |
Dr. Mong Shan Ee has conducted research focusing primarily on stochastic decision problems. So far, she has written papers on the optimal stopping problem and its applications to practical problems such as asset selling problem, Newsboy inventory problem and hostage rescue problem. She has proposed mathematical model for the problem identified and formally examined the properties of the optimal decision rules and corroborated her theories via numerical experiments. She is currently working on a variation of the optimal stopping problem and the assessment of mutual fund performance using VaR (Value at Risk)-based stochastic performance measures. |
Dr Michael Cohen Senior lecturer - Finance/Insurance |
Dr. Michael Cohen earned his MSc from the London School of Economics and Political Science and his PhD from Southern Cross University. He is presently a Senior Lecturer in Finance/Insurance at Deakin Graduate School of Business. Dr. Cohen is currently engaged in two lines of research - the first one involves modelling the financial aspects of retirement including risk reduction measures and the second one involves the quantitative evaluation of non-liquid businesses/business assets. |
Dr Minh Vo Senior lecturer - Finance/Insurance |
Dr. Minh Vo received his PhD from McGill University in Montreal, Canada. He joined Deakin Graduate School of Business in 2011. His research interest is in the areas of market microstructure, market volatility, derivatives and risk management, and international finance. He has published in several academic journals in finance and economics, including Energy Economics, International Review of Economics and Finance and the Global Finance Journal. |
Mr Becksndale Masawi PhD student |
Mr Becksndale Masawi has a BSc (Hons) degree in Economics and a Master of Business (Banking and Finance). He is an Associate Member of the Institute of Chartered Secretaries and Administrators of Zimbabwe and also holds a PG Certificate in Higher Education. He has several years experience in equities and economic research working for an investment bank. He is currently pursuing his PhD in Finance at the Deakin Graduate School of Business. In his PhD he is seeking to explore the impact of indirect intervention by central banks on the foreign exchange market. Through his doctoral research, Mr Masawi is seeking to verify whether indirect intervention by central banks, through announcements, has an impact on the exchange rates and whether this can help to reduce exchange rate volatility. Previous studies on the effectiveness of direct intervention by the authorities through purchasing and selling of foreign currency have led to conflicting results. Mr Masawi's study will throw new light on this area by adopting a novel methodological approach using Content Analysis via the state-of-the art LeximancerTM software. |
Ms Franziska Wolf PhD student |
Ms Franziska Wolf earned a Bachelor degree in Political Science in 2005 from Freie Universitaet Berlin and a Master of International Business/Commerce from Deakin University in 2008. Ms Wolf has worked as a research assistant on a joint Water Accounting research project between Monash University and Melbourne University in 2007-08, preparing project briefs and literature reviews as well as mapping potential research articles. She is currently pursuing her PhD in Finance at the Deakin Graduate School of Business. Her doctoral research seeks to explore whether exchange rate hedging can create value to shareholders, taking into account the underlying relationship between a firm's hedging decision and the optimal debt-equity mix in the firm's capital structure. |
