Paul Kofman
Head of Department
- Biography
- Qualifications
- Teaching responsibilities
- Research interests
- Professional affiliations
- Publications
- Working Papers
Biography
Paul Kofman received his PhD (Economics) from Erasmus University in 1991. He was appointed as a lecturer in the Econometrics Department at Monash University in 1994 and was promoted to Senior Lecturer in 1996. He was subsequently appointed as an associate professor at UNSW and professor at UTS, Sydney. He was appointed at the University of Melbourne in 2001. He is also the Younger Researcher Programme director of the ARC Financial Integrity Research Network.
Qualifications
MEc, PhD Erasmus
Teaching responsibilities
Finance 1; Research methods in finance; Financial spreadsheeting.
Research Interests
Financial econometrics; Constrained portfolio allocation; Price discovery in regulated financial markets; Extreme value analysis and financial applications; Insurance rate making.Professional Affiliations
American Finance Association; European Finance Association; Global Association of Risk Professionals (GARP); Professional Risk Management Association (PRMIA). Econometric Society.Publications
Journal Articles- R. Campbell, C.S. Forbes, and K. Koedijk. 2008. "Increased correlations or fat tails?", Journal of Empirical Finance, 15 pp. 287-309.
- P. Mathew and D. Michayluk. 2007. "Are foreign issuers complying with Regulation Fair Disclosure?", Journal of International Financial Markets, Institutions & Money, 17 pp. 246-260.
- A.D. Hall, P. Kofman and S. Manaster. 2006. "Migration of price discovery in semi-regulated derivatives markets", Journal of Futures Markets, 26 (3): pp. 209-241.
- W. Bertin, P. Kofman, D. Michayluk, and L. Prather. 2005. "Intraday REIT liquidity", Journal of Real Estate Research, 27 (2): pp. 155-176.
- N. Esho, P. Kofman, and I.G. Sharpe. 2005. "Diversification, fee income, and credit union risk", Journal of Financial Services Research, 27 (3): pp. 259-281.
- P. Kofman and P. McGlenchy. 2005. "Structurally sound dynamic index futures hedging", Journal of Futures Markets, 25 (12): pp. 1173-1202.
- Ian G. Sharpe and Paul Kofman. 2003. "Using Multiple Imputation in the Analysis of Incomplete Observations in Finance", Journal of Financial Econometrics, 1 (2): pp. 216-249.
- N.El-Hassan and P. Kofman. 2003. "Tracking Error and Active Portfolio Management", Australian Journal of Management, 28 pp. 1-24.
- R Campbell, K Koedijk, and P Kofman. 2002. "Increased Correlation in Bear Markets", Financial Analysts Journal, 58 (1): pp. 87-94.
- AD Hall and P Kofman. 2001. "Regulatory tools and price changes in futures markets", Australian Economic Papers, 40 pp. 520-540.
- P Kofman and JT Moser. 2001. "Stock margins and the conditional probability of price reversals", Economic Perspectives, 25 pp. 2-12.
- AD Hall and P Kofman. 2001. "Limits to linear price behaviour: Futures regulated by limits.", Journal of Futures Markets, 21 pp. 463-488.
- P Kofman and JM Viaene. 2000. "The demise of commodity price agreements: The role of exchange rates and special interests.", European Journal of Political Economy, 16 pp. 775-805.
- C Forbes, GRJ Kalb and P Kofman. 1999. "Bayesian arbitrage threshold analysis", Journal of Business and Economic Statistics, 17 pp. 364-372.
- G. Nini, 2006. Asymmetric Learning in Insurance Markets
Working Papers
- "Market discipline and subordinated debt of Australian banks" - with N. Esho, M.G. Kollo and I.G. Sharpe,
- "Bayesian soft target zones" - with C.S. Forbes,