Browsing 14 Economics by Author "Thorp, Susan"

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Browsing 14 Economics by Author "Thorp, Susan"

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  • Kingston, Geoffrey; Thorp, Susan (Cambridge University Press, 2005)
  • Bateman, Hazel; Thorp, Susan (Blackwell Publishing Asia, 2008)
    The new Simplified Superannuation regulations for Australian superannuation provide tax concessions to retirement income streams which comply with legislated minimum drawdown rules. We evaluate these new drawdown rules ...
  • Bateman, Hazel; Thorp, Susan (Cambridge University Press, 2007)
    We investigate delegated investment management in private pension accounts using data from Australian accumulation (superannuation) funds. In Australian non-profit pension funds, trustees choose investment managers on ...
  • Bateman, H; Eckert, Christine; Geweke, John; Louviere, Jordan; Satchell, Stephen; Thorp, Susan (Blackwell Publishing Asia, 2012)
    We study the financial competence of Australian retirement savers using self-assessed and quantified measures. Responses to financial literacy questions show large variation and compare poorly with some international ...
  • Thorp, Susan; Kingston, Geoffrey; Bateman, Hazel (Edward Elgar, 2007)
  • Silvennoinen, Annastiina; Thorp, Susan (Elsevier, 2013)
    Stronger investor interest in commodities may create closer integration with conventional asset markets. We estimate sudden and gradual changes in correlation between stocks, bonds and commodity futures returns driven by ...
  • Hulley, Hardy; Mckibbin, Rebecca; Pedersen, Andreas; Thorp, Susan (Wiley, 2013)
    Age Pension means-testing buffers retired households against shocks to wealth and may influence decumulation patterns and portfolio allocations. Simulations from a simple model of optimal consumption and allocation strategies ...
  • Petrichev, Konstantin; Thorp, Susan (Elsevier, 2008)
    As individual retirement savings accounts replace public pensions and defined benefit schemes, more retirees will decumulate using commercial income streams rather than public or corporate annuities. Here we use an ...
  • Bateman, Hazel; Islam, Towhid; Louviere, Jordan; Satchell, Stephen; Thorp, Susan (Institute of Behavioral Finance, 2011)
    The impact of the global financial crisis of 2008 and 2009 on private pension assets has been severe. Asset prices crashed on a scale not seen since the Great Depression of the 1930s. The OECD estimates that global assets ...
  • Bateman, Hazel; Agnew, Julie; Thorp, Susan (Financial Services Institute of Australasia, 2013)
    This paper presents new evidence from a national survey which indicates that working age Australians often are ill-informed about many important features of the superannuation system, and the results from regression analysis ...
  • Agnew, Julie; Bateman, Hazel; Thorp, Susan (Financial Services Institute of Australasia, 2013)
    This paper presents new evidence from a national survey which indicates that working age Australians often are ill-informed about many important features of the superannuation system, and the results from regression analysis ...
  • Thorp, Susan (Blackwell Publishing Asia, 2005)
    Surveys of Australian retirement savings funds verify that most international bond holdings, but not equity holdings, have been hedged for currency risk. We compare the mean variance efficiency of this practice with two ...
  • Satchell, Stephen; Thorp, Susan (Springer, 2011)
    We derive expressions for optimal consumption for family trusts with random wealth and uncertain survival. Using UK birth statistics and the theory of branching processes, we compute size and survival probabilities for ...
  • Dungey, Mardi; Milunovich, George; Thorp, Susan (Elsevier Inc, 2010)
    We propose an identified structural GARCH model to disentangle the dynamics of financial market crises. We distinguish between the hypersensitivity of a domestic market in crisis to news from foreign non-crisis markets, ...
  • Trevor, R.; Thorp, Susan (Wiley-Blackwell Publishing Asia, 1988)
    Investigates whether extremely cheap and relatively simple vector autoregressive (VAR) models produce sensible forecasts of major Australian macroeconomic variables. Accuracy of ex-ante forecast produced by some representative ...