Our people

Our people

Administration

Candice Langdon, Project Officer

Candice Word

Room 544, Building 4ER, Macquarie University
T: 612 9850 8533

Co-Directors

Professor Jeffrey Sheen

Professor, Jeffrey Sheen,


Areas of Expertise:

  • International Economics
  • Macroeconomics
  • Labour
  • International Finance

Professor Pavel Shevchenko

Professor, Pavel Shevchenko,

Areas of Expertise:

  • risk management
  • financial mathematics
  • insurance mathematics
  • operational risk, credit risk, portfolio asset allocation
  • pricing financial derivatives
  • mortality modelling and retirement income products
  • claims reserving, modelling commodities and FX markets
  • modelling extreme events, dependence modelling, state-space models
  • Monte Carlo methods, optimal stochastic control

Professor Stefan Trueck 

Stefan Trueck

Areas of Expertise:

  • Risk Management (Credit and Operational Risk)
  • Asset Pricing
  • Energy Markets
  • Financial Economics
  • Carbon Trading and Economics of Climate Change
  • Real Estate Economics
  • Econometrics of Financial Markets

Our Researchers

Doctor Farida Akhtar

Areas of Expertse:

  • Asset Pricing
  • Corporate and International Finance
  • Environmental/Technology Finance
  • Portfolio Risk Management

Doctor Lorenzo Casavecchia

Areas of Expertise:

  • Investments
  • Delegated Portfolio Management
  • Corporate Finance
  • Financial Economics

Professor Piet de JongProfessor, Piet de Jong,

Areas of Expertise:

  • financial risk
  • statistics
  • insurance mathematics
  • time series and forecasting
  • econometrics
  • mathematical psychology
  • quantitative ecology.

Doctor Lurion De Mello

Doctor, Lurion De Mello,

Areas of Expertise:

  • Energy Economics
  • Financial Economics
  • Investments
  • Econometrics of Financial Markets

Professor Lance FisherProfessor, Lance Fisher,

Areas of Expertise:

  • Macroeconomics,
  • Time Series Econometrics

Ms Shauna Ferris

Ms, Shauna Ferris ,

Areas of Expertise:

  • Applied Finance and Actuarial Studies
  • Underwriting
  • Risk classification and discrimination
  • Adverse selection
  • Superannuation
  • Financial reinsurance
Doctor Andreas HellmannDoctor, Andreas Hellmann,

Areas of Expertise:

  • Behavioural accounting
  • Neuroaccounting
  • International accounting
  • Accounting in Germany

Doctor Christopher Heaton

Areas of Expertise:

  • Econometrics
  • Unemployment and the relationship between education and labour market outcomes
  • Education, immigration and labour markets

Areas of Expertise:

  • Financial Econometrics
  • Monetary Policy
  • Financial Networks
  • Modelling of Financial Risk
  • Energy Markets

Doctor Jiwook Jang

Doctor, Jiwook Jang,

Areas of Expertise:

  • Financial and insurance risks
  • catastrophe insurance modelling
  • financial derivatives pricing

Associate Professor Roselyne JoyeuxAssociate Professor, Roselyne Joyeux,

Areas of Expertise:

  • Econometrics
  • Non stationary time series analysis

Professor Geoff Kingston

Areas of Expertise:

  • macroeconomics
  • personal finance
  • international finance

Timothy Kyng

, Timothy Kyng,

Areas of Expertise:

  • Financial decision making
  • Valuation of complex financial contracts
  • Finance education
  • Executive share option valuation
  • Application of mathematics and statistics to finance
  • Insurance and actuarial science

Martina Linnenluecke

Areas of Expertise:

  • Climate Change
  • Resilience
  • Corporate Sustainability
  • Environmental Finance
  • Organisational Adaptation

Associate Professor George Milunovich

, George Milunovich,

Areas of Expertise:

  • Applied Econometrics
  • Financial Econometrics
  • Time Series Econometrics
  • Financial Economics

Doctor Ryle Perera

Doctor, Ryle Perera ,

Areas of Expertise:

  • Mathematical Finance
  • Stochastic Control
  • Financial Engineering

Professor David PittProfessor, David Pitt,

Areas of Expertise:

  • Income protection insurance

  • Linear modelling with actuarial applications

  • Model selection with actuarial applications

Doctor Natalia Ponomareva

Areas of Expertise:

  • Macroeconomics
  • Applied econometrics
  • International finance

Doctor Sachi Purcal

Doctor, Sachi Purcal,

Areas of Expertise:

  • Retirement
  • Annuities
  • Insurance

Doctor Mehdi Sadeghi

Doctor, Mehdi Sadeghi,

Areas of Expertise:

  • Capital market
  • Emerging markets finance
  • Islamic banking and finance

Doctor Shuping Shi

Dr, Shuping Shi,

Areas of Expertise:

  • Time Series Analysis
  • Financial Econometrics
  • Bubbles and Crises

Doctor Abhay Singh

Areas of Expertise:

  • Financial Risk Modelling
  • Econometrics
  • Investment Analysis
  • Asset Pricing

Professor Tom Smith

Areas of Expertise:

  • Environmental Finance
  • Asset Pricing Theory and Tests
  • Design of Markets – Market Microstructure
  • Derivatives

Professor Gary Tian

Gary Tian

Areas of Expertise:

  • Political connections, uncertainty and corruption
  • CEO compensation/turnover
  • State ownership and family control
  • Audit opinions and auditor choice
  • Bank loans and Trade credit
  • Investment efficiency and Mergers and Acquisitions
  • Chinese capital markets

Professor Leonie TickleProfessor, Leonie Tickle,

Areas of Expertise:

  • mortality forecasting
  • mortality modelling and analysis
  • longevity risk and insurance

Doctor Chi Truong

Doctor, Chi Truong,

Areas of Expertise:

  • Catastrophic Risk Modelling
  • Real Option Analysis
  • Environmental and Resource Economics
  • Financial Risk Modelling

Associate Professor Sean Turnell

Associate Professor, Sean Turnell,

Areas of Expertise:

Sean Turnell will be away from the University for an extended period after taking up the post of senior economic advisor to the government of Myanmar (Burma).

  • Expert on Burma, the use of economic sanctions. Has advised the US Congress on the Burma situation
  • Australian Banks in Asia

Doctor Ben Wang

Areas of Expertise:

  • Macroeconomics
  • Applied Econometrics
  • Policy Design
  • Labor Market Frictions

Associate Professor Xian ZhouAssociate Professor, Xian Zhou,

Areas of Expertise:

  • Risk theory
  • survival analysis
  • loss models
  • credibility theory

Adjunct and Honorary Fellows

Doctor Egon Kalotay
Doctor, Egon Kalotay,

Areas of Expertise:

  • Accounting and Corporate Governance
  • Asset pricing
  • Derivatives
  • Credit risk management
Doctor Yuri Salazar
Doctor Yuri Salazar,

Areas of Expertise:

  • Dependence analysis using copulas
  • Tail dependence and extreme value theory
  • Portfolio optimization and asset allocation
  • Credit risk and default probabilities
Associate Professor Sue Wright
Associate Professor, Sue Wright,

Areas of Expertise:

  • Financial Regulation
  • Financial Analysis
  • Corporate Governance
  • Banking in Australia
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