Professor Philip GRAY
Contact
Positions Held
Professor in Finance
Leader of Finance Cluster
Academic Qualifications
| Degree |
Institution |
Field |
Year |
| PhD |
AGSM, University of New South Wales |
Finance |
2000 |
| MBus(Acc) |
Queensland University of Technology |
Accounting and Finance |
1993 |
| BCom |
The University of Queensland |
Commerce |
1986 |
Memberships
- Accounting and Finance Association of Australia and New Zealand (AFAANZ)
- Asia-Pacific Finance Association
- Australian Society of Certified Practising Accountants
Field of Current Research
| Title of Research Area |
Brief Description |
| Return predictability |
Assessing the evidence of return predictability and its impact on investment practice and asset allocation. This can be approached in various ways, including traditional statistical analysis, economic significance of trading strategies, or analysis of the impact of predictability on optimal asset allocation decisions. |
| Market efficiency |
The econometrics of tests for market efficiency; assessing the extent to which a chosen research methodology drives common findings of market anomalies. |
| Derivative pricing |
Non-parametric methods of pricing and hedging options. |
Research Interests
- Corporate and Investment Valuation
- Investments and Funds Management
Academic Cluster
Finance
