Faculty of Business and Law

Deakin Graduate School of Business

Research

Finance / Insurance

Staff teaching in Finance / Insurance within the Deakin Graduate School of Business conduct archival, survey and case study research in a variety of business-related areas. Research areas include:

  • Currency markets and exchange rate issues facing emerging economies
  • Mathematical models for financial fraud detection, business failure prediction and forecasting/analysis of corporate credit ratings using non-parametric techniques
  • Variation of the optimal stopping problem and the assessment of mutual fund performance using VaR (Value at Risk)-based stochastic performance measures
  • Modelling the financial aspects of retirement including risk reduction measures
  • Quantitative evaluation of non-liquid businesses/business assets

Find more information about research activities.

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9th May 2013