jacquelyn-humphrey

Jacquelyn Humphrey
Associate Professor Jacquelyn Humphrey
Associate Professor in Finance
  • GCHE, Education (Australian National University)
  • PhD, Finance (University of Queensland)
  • GradDipB&M, Theology (Bible College of Queensland)
  • BCom(hons), Finance (University of Queensland)
Ph: 
+61 7 3346 8035
Fax: 
+61 7 3346 8188
Room 312, Colin Clark Building, St. Lucia Campus

    Jacquelyn is an Associate Professor in Finance at UQ Business School, University of Queensland. Jacquelyn's main research interest is in how environmental, social and governance factors impact on investment decision-making for both investors and corporations. She also has a research interest in funds management. Jacquelyn has published in well regarded international journals: Journal of Corporate Finance, Journal of Banking and Finance, Journal of Business Ethics and Pacific Basin Finance Journal as well as in a number of domestic journals. She has been the recipient of three AFAANZ research grants and numerous internal grants.

    Jacquelyn's research is extremely topical and is of great interest to the wider financial community, both in Australia and internationally. Her research has been cited by the United Nations Environment Programme Finance Initiative, the Norwegian Government Pension Fund Global, the Cooper review, KPMG, PriceWaterhouseCoopers and ClearBridge Advisors among others. Jacquelyn has had numerous international invitations to speak about environmental, social and governance research and has also led a number of contract research projects for the finance industry. She has written practitioner articles that have appeared in Ethical Investor and Portfolio Construction as well as two textbook chapters.

    Research interests

    Funds management
    Fund flow; persistence in performance; superannuation.
    Responsible/sustainable Investment
    How incorporating ethical, environmental, social and governance factors impacts on investments risk and return; how investors and corporate managers include these factors into decision-making.

    Publications

    View full publications list

    Memberships

    • Member – Accounting and Finance Association of Australia and New Zealand (AFAANZ)
    • Member – Association of Christian Economists

    Distinctions

    Australian Sustainability Awards finalist in the category of research 2011
    Australian Sustainability Awards finalist in the category of research 2010

    Major research grants

    Title Agency Year Amount
    A new non-parametric model for measuring portfolio downside risk (with Li, Y.) AFAANZ 2016 $5,000
    Tying green bonds to Australia’s commitments to the COP 21 agreement (with Rekker, S.) Queensland Treasury Corporation 2016 $5,000
    An examination of social benefit bonds Queensland Treasury Corporation (with Benson, K. and Pullen, T.) 2016 $25,000
    Austrailan boards and firm performance DNR Capital Pty Ltd 2015 $13,200
    Assessing the impact of Environmental, Social and Governance factors on investment risk BEL Faculty New Staff Research Grant 2013 $11,998
    Does the mutual fund flow-performance differ across the business cycle? (with Zhu, Q.) ANU College of Business and Economics Research School 2012 $7,188
    The many faces of socially responsible investing - does the screening mechanism affect the risk and return of SRI funds? ANU College of Business and Economics Internal Research Fellowship 2011 $5,000
    Does board gender diversity have a financial impact? (with Chapple, L. and Tan, D.) AFAANZ 2011 $7,398
    Socially responsible investment funds: The impact of screening on fund performance (with Benson, K., and Lee, D.). AFAANZ 2008 $7,186