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.