Zhen Shi

University of Melbourne

Lecturer

185 Pelham Street

Carlton, Victoria 3053

Australia

http://www.finance.unimelb.edu.au/who/staffweb.cfm?StaffNo=135

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

5

DOWNLOADS

230

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

Economic Costs and Benefits of Imposing Short-Horizon Value-at-Risk Type Regulation

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 43 Posted: 03 Mar 2011
Zhen Shi and Bas J. M. Werker
University of Melbourne and Tilburg University - Center for Economic Research (CentER)
Downloads 140 (209,059)

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value at risk, portfolio choice, pension funds

Economic Costs and Benefits of Imposing Short-Horizon Value-at-Risk Type Regulation

Netspar Discussion Paper No. 12/2009-054
Number of pages: 44 Posted: 25 Mar 2010 Last Revised: 14 Jan 2012
Zhen Shi and Bas J. M. Werker
University of Melbourne and Tilburg University - Center for Economic Research (CentER)
Downloads 41 (432,942)

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Portfolio choice, value-at-risk, pension funds

2.

Annuitization and Retirement Timing Decisions

Number of pages: 39 Posted: 09 Feb 2015
Zhen Shi
University of Melbourne
Downloads 33 (457,504)

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Retirement, Annuitization, Optimal Stopping Time

3.

Life-Cycle Patterns in the Design and Adoption of Default Funds in DC Pension Plans

Netspar Discussion Paper No. 10/2014-102
Number of pages: 30 Posted: 05 Jan 2016
Joachim Inkmann and Zhen Shi
University of Melbourne - Department of Finance and University of Melbourne
Downloads 15 (556,076)

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Pension plan, default fund, defined contribution, life-cycle portfolio choice

4.

Managing Financially Distressed Pension Plans in the Interest of Beneficiaries

Journal of Risk and Insurance, Vol. 84, Issue 2, pp. 539-565, 2017
Number of pages: 27 Posted: 15 May 2017
University of Melbourne - Department of Finance, City University London - Cass Business School and University of Melbourne
Downloads 1 (657,017)
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5.

Parametric Portfolio Policies in the Surplus Consumption Ratio

International Review of Finance, Vol. 15, Issue 2, pp. 257-282, 2015
Number of pages: 26 Posted: 03 Jun 2015
Joachim Inkmann and Zhen Shi
University of Melbourne - Department of Finance and University of Melbourne
Downloads 0 (674,284)
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