The funds management industry has grown rapidly over the past decades and plays a vital role in making financial market more efficient and to provide value to its investors. There are a wide variety of institutional investor types, all with different characteristics which potentially can result in a differing ability to predict future stock performance. Hedge funds
Chronic conditions can be costly but also preventable as well as predictable. We develop a model to predict in the short term (2-3 years) the onset of one or more chronic conditions. Five chronic conditions are considered: heart disease, stroke, diabetes, hypertension and cancer. Predictions are made on the basis of standard demographic/socio-economic variables, risk
When the price of a listed security changes by an abnormal amount, the ASX typically issues a price query (PQ). There are two possible explanations for an abnormal price change: 1. It was an anomalous movement, or 2. It was driven by an investor’s information advantage. Identifying the difference between these explanations is the primary
The health industry consumes vast amounts of money and resources and is seen as a “black-hole” in many Government budgets. A ground breaking study using new science could save the industry millions and point the way for future research. Dr Shahadat Uddin CMCRC PhD Graduate Lecturer, U. Sydney Shahadat Uddin is a graduate of the
In the US, shareholders can form a class action to sue a company under S10b-5 of the Securities Exchange Act for allegedly releasing misleading information, or for failing to disclose material information. The substantial cost of litigation, and its associated impact on shareholder value, has prompted debate over whether to reform access to the shareholder
Contact CMCRC for this article Author(s): Chayapol Moemeng, Vladimir Gorodetsky, Ziye Zuo, Yong Yang, Chengqi Zhang
Contact CMCRC for this article Author(s): Zhigang Zheng, Yanchang Zhao, Ziye Zuo, Longbing Cao
Solvency II is a European Union (EU) legislative program that introduces a harmonised insurance regulatory regime across the region. The program is one of the first insurance regulations in the world to follow the Basel Accord approach, with a 3-pillar structure that covers capital requirements, risk management and disclosure requirements. In Australia, the Life and
Contact CMCRC for this article Author(s): Yanshan Xiao, Bo Liu, Longbing Cao,
The shift from defined benefit to defined contribution superannuation schemes within developed countries has correspondingly increased the importance of retirement savings and investment plans. Variable annuities (VAs) with guaranteed minimum benefits (GMBs) are gaining in popularity as products that can meet the demands of the ageing population. However, guaranteeing policyholders a minimum level of return