Jie Ding

Macquarie University

Department of Economics

North Ryde

Sydney, New South Wales 2109

Australia

  • Macquarie University

SCHOLARLY PAPERS

8

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SSRN CITATIONS
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Top 40,517

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5

CROSSREF CITATIONS

13

Scholarly Papers (8)

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1.

Pricing and Hedging Synthetic CDO Tranche Spread Risks

UNSW Australian School of Business Research Paper No. 2009ACTL04
Number of pages: 20 Posted: 18 Mar 2009 Last Revised: 01 Apr 2009
Michael Sherris and Jie Ding
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and Macquarie University
Downloads 716 (50,240)
Citation 2

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credit risk, CDO, Gaussian copula, base correlation, implied copula

2.

Post-Retirement Financial Planning with Discrete Dynamic Programming: A Practical Approach

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 33 Posted: 24 Aug 2010 Last Revised: 05 Nov 2010
Jie Ding
Macquarie University
Downloads 180 (229,626)
Citation 1

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Post-retirement financial planning, dynamic programming, strategic asset allocation

3.

Efficient Currency Hedging for Australian Superfunds

Number of pages: 20 Posted: 22 Aug 2011 Last Revised: 24 Apr 2014
Jie Ding
Macquarie University
Downloads 102 (354,357)

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Currency, Hedging, Superannuation

4.

Australian Retirees' Choices between Consumption, Age Pension, Bequest and Housing

Number of pages: 29 Posted: 15 Apr 2013 Last Revised: 18 Apr 2013
Jie Ding
Macquarie University
Downloads 100 (358,968)
Citation 4

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life-cycle model, utility, bequests, housing, age pension, financial planning

5.

Superannuation Policies and Behavioural Effects: How Much Age Pension?

Number of pages: 26 Posted: 15 Apr 2013 Last Revised: 26 Jun 2013
Jie Ding
Macquarie University
Downloads 88 (388,776)
Citation 1

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public pension, national budget, household behavior, financial planning

6.

Modelling Post-Retirement Finances in the Presence of a Bequest Motive, Housing and Public Pension

Number of pages: 47 Posted: 16 Apr 2013
Jie Ding
Macquarie University
Downloads 79 (414,278)
Citation 5

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dynamic programming, life-cycle model, utility, age pension, bequests, housing, financial planning

7.

Dynamic Asset Allocation When Bequests are Luxury Goods

CIFR Paper No. 003/2014
Number of pages: 16 Posted: 24 May 2014
Jie Ding, Geoffrey Kingston and Sachi Purcal
Macquarie University, Macquarie University and Macquarie University - Department of Actuarial Studies
Downloads 71 (439,532)
Citation 7

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bequests, luxury goods, dynamic asset allocation, Merton portfolio problem, European put option, retirement risk zone

8.

Annuitization with Phased Consumption Requirements: Who, When and How Much

Number of pages: 38 Posted: 02 Mar 2012
Jie Ding
Macquarie University
Downloads 34 (599,254)

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Annuity, retirement, financial planning