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Susan Thorp

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This is information that was supplied by Susan Thorp in registering through RePEc. If you are Susan Thorp , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Susan
Middle Name:
Last Name: Thorp
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RePEc Short-ID: pth50

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Homepage:
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Affiliation

(50%) Finance Discipline Group
Business School
University of Technology Sydney
Location: Sydney, Australia
Homepage: http://www.business.uts.edu.au/finance/
Email:
Phone: +61 2 9514 7777
Fax: +61 2 9514 7711
Postal: PO Box 123, Broadway, NSW 2007
Handle: RePEc:edi:sfutsau (more details at EDIRC)
(50%) Quantitative Finance Research Centre
Finance Discipline Group
Business School
University of Technology Sydney
Location: Sydney, Australia
Homepage: http://www.business.uts.edu.au/qfrc/
Email:
Phone: +61 2 9514-7777
Fax: +61 2 9514-7711
Postal: PO Box 123, Broadway, NSW 2007
Handle: RePEc:edi:qfutsau (more details at EDIRC)

Works

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Working papers

  1. Edgardo Cayon & Susan Thorp, 2013. "Financial Autarchy as Contagion Prevention: The Case of Colombian Pension Funds," Research Paper Series 323, Quantitative Finance Research Centre, University of Technology, Sydney.
  2. Alexandra Spicer & Olena Stavrunova & Susan Thorp, 2013. "How Portfolios Evolve After Retirement: Evidence From Australia," Working Paper Series 11, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  3. Hazel Bateman & Isabella Dobrescu & Ben R. Newell & Andreas Ortmann & Susan Thorp, 2013. "As Easy as Pie: How Retirement Savers use Prescribed Investment Disclosures," Research Paper Series 326, Quantitative Finance Research Centre, University of Technology, Sydney.
  4. Mardi Dungey & George Milunovich & Susan Thorp & Minxian Yang, 2012. "Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH," Research Paper Series 312, Quantitative Finance Research Centre, University of Technology, Sydney.
  5. Ron Bird & Harry Liem & Susan Thorp, 2012. "The Tortoise and the Hare: Risk Premium Versus Alternative Asset Portfolios," Working Paper Series 16, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  6. Stephen Satchell & Susan Thorp & Oliver Williams, 2012. "Estimating Consumption Plans for Recursive Utility by Maximum Entropy Methods," Research Paper Series 300, Quantitative Finance Research Centre, University of Technology, Sydney.
  7. Ron Bird & Harry Liem & Susan Thorp, 2011. "Infrastructure: Real Assets and Real Returns," Working Paper Series 11, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  8. Bateman, Hazel & Ebling, Christine & Geweke, John & Jordan, Louviere & Stephen, Satchell & Susan, Thorp, 2011. "Economic Rationality, Risk Presentation, and Retirement Portfolio Choice," MPRA Paper 29371, University Library of Munich, Germany.
  9. Hazel Bateman & Christine Eckert & John Geweke & Jordan Louviere & Stephen Satchell & Susan Thorp, 2011. "Financial Competence, Risk Presentation and Retirement Portfolio Preferences," Working Papers 201120, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales.
  10. Ron Bird & Harry Liem & Susan Thorp, 2011. "Private Equity: Strategies for Improving Performance," Working Paper Series 12, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  11. Ron Bird & Harry Liem & Susan Thorp, 2010. "Hedge Fund Excess Returns Under Time-Varying Beta," Working Paper Series 9, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  12. Annastiina Silvennoinen & Susan Thorp, 2010. "Financialization, Crisis and Commodity Correlation Dynamics," Research Paper Series 267, Quantitative Finance Research Centre, University of Technology, Sydney.
  13. Susan Thorp & Hardy Hulley & Rebecca McKibbin & Andreas Pedersen, 2009. "Means-Tested Income Support, Portfolio Choice and Decumulation in Retirement," Research Paper Series 248, Quantitative Finance Research Centre, University of Technology, Sydney.
  14. Mardi Dungey & George Milunovich & Susan Thorp, 2008. "Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH," NCER Working Paper Series 22, National Centre for Econometric Research.
  15. Gordon Menzies & Jonathan Pratt & Susan Thorp & Peter Docherty, 2008. "Piloting a Peer Feedback Program in the Faculty of Business at UTS," Working Paper Series 154, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  16. Stephen Satchell & Susan Thorp, 2007. "Scenario Analysis with Recursive Utility: Dynamic Consumption Plans for Charitable Endowments," Research Paper Series 209, Quantitative Finance Research Centre, University of Technology, Sydney.
  17. Stephen Satchell & Susan Thorp, 2007. "Discounting and Consumption Over an Uncertain Horizon: Draw-Down Plans for Family Trusts," Research Paper Series 210, Quantitative Finance Research Centre, University of Technology, Sydney.
  18. Hazel Bateman & Susan Thorp, 2007. "Choices and Constraints over Retirement Income Streams: Comparing Rules and Regulations," Research Paper Series 200, Quantitative Finance Research Centre, University of Technology, Sydney.
  19. Konstantin Petrichev & Susan Thorp, 2007. "The Private Value of Public Pensions," Research Paper Series 211, Quantitative Finance Research Centre, University of Technology, Sydney.
  20. Susan Thorp & George Milunovich, 2006. "Information processing and measures of integration: New York, London and Tokyo," Research Paper Series 177, Quantitative Finance Research Centre, University of Technology, Sydney.
  21. George Milunovich & Susan Thorp, 2005. "Valuing Volatility Spillovers," International Finance 0506008, EconWPA.
  22. Hazel Bateman & Susan Thorp, 2005. "Decentralised Portfolio Management: Analysis of Australian Accumulation Funds," Research Paper Series 161, Quantitative Finance Research Centre, University of Technology, Sydney.
  23. Susan Thorp & George Milunovich, 2005. "Asymmetric Risk and International Portfolio Choice," Research Paper Series 160, Quantitative Finance Research Centre, University of Technology, Sydney.
  24. Susan Thorp, 2004. "That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds," Econometric Society 2004 Australasian Meetings 148, Econometric Society.
  25. Geoffrey Kingston & Susan Thorp, 2004. "Annuitization and Asset Allocation with HARA Utlity," Econometric Society 2004 Australasian Meetings 248, Econometric Society.
  26. Glenn Stevens & Susan Thorp, 1989. "The Relationship between Financial Indicators and Economic Activity: Some Further Evidence," RBA Research Discussion Papers rdp8903, Reserve Bank of Australia.
  27. Michele Bullock & Glenn Stevens & Susan Thorp, 1988. "Do Financial Aggregates Lead Activity?: A Preliminary Analysis," RBA Research Discussion Papers rdp8803, Reserve Bank of Australia.
  28. Robert G. Trevor & Susan J. Thorp, 1988. "VAR Forecasting Models of the Australian Economy: A Preliminary Analysis," RBA Research Discussion Papers rdp8802, Reserve Bank of Australia.
  29. Adrian Blundell-Wignall & Susan Thorp, 1987. "Money Demand, Own Interest Rates and Deregulation," RBA Research Discussion Papers rdp8703, Reserve Bank of Australia.
  30. Glenn Stevens & Susan Thorp & John Anderson, 1987. "The Australian Demand Function for Money: Another Look at Stability," RBA Research Discussion Papers rdp8701, Reserve Bank of Australia.

Articles

  1. Hardy Hulley & Rebecca Mckibbin & Andreas Pedersen & Susan Thorp, 2013. "Means-Tested Public Pensions, Portfolio Choice and Decumulation in Retirement," The Economic Record, The Economic Society of Australia, vol. 89(284), pages 31-51, 03.
  2. Silvennoinen, Annastiina & Thorp, Susan, 2013. "Financialization, crisis and commodity correlation dynamics," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 24(C), pages 42-65.
  3. Hazel Bateman & Christine Eckert & John Geweke & Jordan Louviere & Susan Thorp & Stephen Satchell, 2012. "Financial Competence and Expectations Formation: Evidence from Australia," The Economic Record, The Economic Society of Australia, vol. 88(280), pages 39-63, 03.
  4. Stephen Satchell & Susan Thorp, 2011. "Uncertain survival and time discounting: intertemporal consumption plans for family trusts," Journal of Population Economics, Springer, vol. 24(1), pages 239-266, January.
  5. Dungey, Mardi & Milunovich, George & Thorp, Susan, 2010. "Unobservable shocks as carriers of contagion," Journal of Banking & Finance, Elsevier, vol. 34(5), pages 1008-1021, May.
  6. Hazel Bateman & Susan Thorp, 2008. "Choices and Constraints over Retirement Income Streams: Comparing Rules and Regulations," The Economic Record, The Economic Society of Australia, vol. 84(s1), pages S17-S31, 09.
  7. Petrichev, Konstantin & Thorp, Susan, 2008. "The private value of public pensions," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 1138-1145, June.
  8. Bateman, Hazel & Thorp, Susan, 2007. "Decentralized investment management: an analysis of non-profit pension funds," Journal of Pension Economics and Finance, Cambridge University Press, vol. 6(01), pages 21-44, March.
  9. Susan Thorp & George Milunovich, 2007. "Symmetric Versus Asymmetric Conditional Covariance Forecasts: Does It Pay To Switch?," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 30(3), pages 355-377.
  10. Milunovich, George & Thorp, Susan, 2007. "Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York," Journal of Multinational Financial Management, Elsevier, vol. 17(4), pages 275-289, October.
  11. Milunovich, George & Thorp, Susan, 2006. "Valuing volatility spillovers," Global Finance Journal, Elsevier, vol. 17(1), pages 1-22, September.
  12. Susan Thorp, 2005. "'That Courage is not Inconsistent with Caution': Currency Hedging for Superannuation Funds," The Economic Record, The Economic Society of Australia, vol. 81(252), pages 38-50, 03.
  13. Kingston, Geoffrey & Thorp, Susan, 2005. "Annuitization and asset allocation with HARA utility," Journal of Pension Economics and Finance, Cambridge University Press, vol. 4(03), pages 225-248, November.
  14. Trevor, R G & Thorp, S J, 1988. "VAR Forecasting Models of the Australian Economy: A Preliminary Analysis," Australian Economic Papers, Wiley Blackwell, vol. 27(0), pages 108-20, Supplemen.

NEP Fields

26 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGE: Economics of Ageing (7) 2008-02-23 2009-05-23 2011-03-19 2013-03-09 2013-04-13 2013-06-24 2013-07-15. Author is listed
  2. NEP-BEC: Business Economics (1) 2010-02-27
  3. NEP-CBE: Cognitive & Behavioural Economics (2) 2011-03-19 2013-04-13
  4. NEP-CFN: Corporate Finance (1) 2005-08-15
  5. NEP-CWA: Central & Western Asia (1) 2013-07-15
  6. NEP-DCM: Discrete Choice Models (1) 2013-04-13
  7. NEP-DEM: Demographic Economics (2) 2013-06-24 2013-07-15
  8. NEP-DGE: Dynamic General Equilibrium (1) 2008-02-23
  9. NEP-EDU: Education (1) 2008-05-24
  10. NEP-ETS: Econometric Time Series (4) 2006-06-19 2008-08-21 2012-10-13 2012-12-22
  11. NEP-EXP: Experimental Economics (2) 2011-03-19 2013-04-13
  12. NEP-FIN: Finance (3) 2005-11-09 2006-03-05 2006-06-03
  13. NEP-FMK: Financial Markets (6) 2005-08-17 2005-12-10 2006-03-28 2006-06-13 2010-02-27 2010-11-20. Author is listed
  14. NEP-FOR: Forecasting (1) 2006-03-07
  15. NEP-IAS: Insurance Economics (1) 2008-02-23
  16. NEP-IFN: International Finance (1) 2004-10-30
  17. NEP-LAB: Labour Economics (1) 2008-05-24
  18. NEP-PUB: Public Finance (1) 2008-02-23
  19. NEP-RMG: Risk Management (2) 2004-10-30 2005-08-19
  20. NEP-SEA: South East Asia (1) 2008-08-21
  21. NEP-TRE: Transport Economics (1) 2012-02-20
  22. NEP-UPT: Utility Models & Prospect Theory (3) 2008-02-23 2011-03-19 2012-02-20

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