- 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.
- Humphrey, Jacquelyn (2016). Socially responsible screening in mutual funds. In Tessa Hebb, James P. Hawley, Andreas G. F. Hoepner, Agnes L. Neher and David Wood (Ed.), The Routledge Handbook of Responsible Investment (pp. 667-676) Abingdon, Oxon, United Kingdom: Routledge.
- Humphrey, Jacquelyn E., Benson, Karen L., Low, Rand K.Y. and Lee, Wei-Lun (2015) Is diversification always optimal?. Pacific Basin Finance Journal, 35 Part B: 521-532. doi:10.1016/j.pacfin.2015.09.003
- Humphrey, Jacquelyn E, Warren, Geoffrey J and Boon, Junyan (2015) What is Different about Socially Responsible Funds? A Holdings-Based Analysis. Journal of Business Ethics, 138 2: 263-277. doi:10.1007/s10551-015-2583-7
- Chapple, Larelle and Humphrey, Jacquelyn E. (2014) Does board gender diversity have a financial impact? Evidence using stock portfolio performance. Journal of Business Ethics, 122 4: 709-723. doi:10.1007/s10551-013-1785-0
- Humphrey, Jacquelyn E. and Tan, David T. (2014) Does it really hurt to be responsible?. Journal of Business Ethics, 122 3: 375-386. doi:10.1007/s10551-013-1741-z
- Humphrey, Jacquelyn E., Benson, Karen L. and Brailsford, Timothy J. (2013) Do fund flow-return relations depend on the type of investor? A research note. Abacus, 49 1: 34-45. doi:10.1111/j.1467-6281.2012.00374.x
- Humphrey, Jacquelyn (2013). Finance. In Gianna Moscardo, Geoffrey Lamberton, Geoffrey Wells, Wayne Fallon, Phillip Lawn, Anna Rowe, Jacquelyn Humphrey, Retha Wiesner, Brad Pettitt, Don Clifton, Marguerite Renouf and Will Kershaw (Ed.), Sustainability in Australian business: principles and practice (pp. 249-271) Milton, QLD, Australia: John Wiley & Sons Australia.
- Humphrey , Jacquelyn E., Lee, Darren D. and Shen, Yaokan (2012) The independent effects of environmental, social and governance initiatives on the performance of UK firms. Australian Journal of Management, 37 2: 135-151. doi:10.1177/0312896211410081
- Humphrey, Jacquelyn E., Lee, Darren D. and Shen, Yaokan (2012) Does it cost to be sustainable?. Journal of Corporate Finance, 18 3: 626-639. doi:10.1016/j.jcorpfin.2012.03.002
- Humphrey, Jacquelyn and Lee, Darren (2011) Australian socially responsible funds: Performance, screens and structure. Ethical Investor, 97: 36-37.
- Member – Accounting and Finance Association of Australia and New Zealand (AFAANZ)
- Member – Association of Christian Economists
- Australian Sustainability Awards finalist in the category of research 2011
- Australian Sustainability Awards finalist in the category of research 2010
|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|