Department of Actuarial Studies and Business Analytics

A bias-corrected Least-Squares Monte Carlo for solving multi-period utility models
Andréasson, J. G. & Shevchenko, P. V., Jun 2022, In: European Actuarial Journal. 12, 1, p. 349-379 31 p.
Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus)
A closed-form estimator for the Markov switching in mean model
Shi, Y., Jan 2022, In: Finance Research Letters. 44, p. 1-7 7 p., 102107.
Research output: Contribution to journal › Article › peer-review
A closed-form solution for the stochastic volatility model with applications on international stock markets
Shi, Y., 2 May 2022, (E-pub ahead of print) In: Journal of the Operational Research Society. 15 p.
Research output: Contribution to journal › Article › peer-review

Australasian Commodity Markets Conference
Lin Han (Member of programme committee)
7 Apr 2022 → 8 Apr 2022
Activity: Participating in or organising an event › Organising a conference, workshop or event series
International Journal of Managerial Finance (Journal)
Lin Han (Reviewer)
2021 → …
Activity: Peer-review and editorial of research outputs › Publication Peer-review
Australian Conference on Information Systems
Babak Abedin (Chair) & Yvette Blount (Organiser)
Dec 2021
Activity: Participating in or organising an event › Organising a conference, workshop or event series

What does Elon Musk’s takeover of Twitter mean for free speech?
Farida Akhtar
22/05/22
1 Media contribution
Press/Media: Expert Comment
COVID-19: Excess mortality in 2021 estimated to be around 1%, and likely to be higher in early 2022
Angelo Andrew, Karen Cutter, Jennifer Lang, Han Li, Richard Lyon, Zhan Wang & Mengyi Xu
7/03/22
1 Media contribution
Press/Media: Research
COVID-19: Overall September-October mortality remains steady, but January increase likely
Angelo Andrew, Karen Cutter, Jennifer Lang, Han Li, Richard Lyon, Zhan Wang & Mengyi Xu
3/02/22
1 Media contribution
Press/Media: Research

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