Chi Truong

Macquarie University

North Ryde

Sydney, New South Wales 2109

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

Macquarie University, Macquarie Business School

New South Wales 2109

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

181

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

Systemic Financial Risk Inference in a Global Setting

CIFR Paper No. 029/2014
Number of pages: 31 Posted: 16 Jul 2014
Macquarie University, Macquarie University Sydney - Department of Applied Finance and Actuarial Studies, Macquarie University and Macquarie University, Macquarie Business School
Downloads 101 (278,031)

Abstract:

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Systemic financial risk, Factor models, Mixed frequency models, Kalman filter,

Systemic Financial Risk Inference in a Global Setting

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 29 Posted: 16 Aug 2014
Macquarie University, Macquarie University Sydney - Department of Applied Finance and Actuarial Studies, Macquarie University and Macquarie University, Macquarie Business School
Downloads 51 (410,127)
Citation 1

Abstract:

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Systemic financial risk, Factor models, Mixed frequency models, Kalman filter, State-space model, Hurdle model

2.

It's Not Now or Never: Implications of Investment Timing and Risk Aversion on Climate Adaptation to Extreme Events

Truong, C., Trück, S., 2016, It's not now or never: Implications of Investment Timing and Risk Aversion on Climate Adaptation to Extreme Events, European Journal of Operational Research, 256, 856-868
Number of pages: 37 Posted: 27 Dec 2016
Chi Truong and Stefan Trück
Macquarie University and Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Downloads 29 (494,729)

Abstract:

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Climate change adaptation, Investment timing, Catastrophic risk, Risk aversion, Real option