John R. Evans

Centre for Analysis of Complex Financial Systems

PO Box 363

Summer Hill, 2130

Australia

SCHOLARLY PAPERS

46

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3,417

SSRN CITATIONS
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Top 48,097

in Total Papers Citations

10

CROSSREF CITATIONS

4

Scholarly Papers (46)

1.

The Relationship between Environmental Social Governance Factors and Stock Returns

Number of pages: 17 Posted: 15 Dec 2010
John R. Evans and Dinusha Peiris
Centre for Analysis of Complex Financial Systems and ING Investment Management
Downloads 1,099 (24,877)
Citation 8

Abstract:

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SRI, Stock Returns

2.

Application of Genetic Algorithms to Quantitative Asset Allocation Models

Number of pages: 13 Posted: 26 Mar 2013 Last Revised: 28 Mar 2013
Andrew Phillip, Nader Naeimi and John R. Evans
affiliation not provided to SSRN, AMP Capital and Centre for Analysis of Complex Financial Systems
Downloads 574 (60,206)

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asset allocation, genetic algorithms, investment management

3.

Study of Australian Superannuation Fund Attitudes to Private Equity Investing

UNSW Australian School of Business Research Paper No. 2008ACTL02
Number of pages: 21 Posted: 18 May 2008 Last Revised: 12 Apr 2011
John R. Evans
Centre for Analysis of Complex Financial Systems
Downloads 308 (124,685)

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A Framework to Manage the Measurable, Immeasurable and the Unidentifiable Financial Risk

Number of pages: 39 Posted: 18 Apr 2012
John R. Evans and Amandha Ganegoda
Centre for Analysis of Complex Financial Systems and ANZ (Australia and New Zealand) Banking Group, Ltd.
Downloads 307 (124,430)
Citation 4

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financial risk management, known, unknown and unknowable risk

A Framework to Manage the Measurable, Immeasurable and the Unidentifiable Financial Risk

Australian Journal of Management, Vol. 39, No. 1, 2014
Posted: 11 Feb 2014
Amandha Lohitha Ganegoda and John R. Evans
University of New South Wales (UNSW) - School of Actuarial Studies and Centre for Analysis of Complex Financial Systems

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Financial risk management, known unknown and unknowable risk

5.

Hedge Fund Survey of Australian Superfunds

UNSW Australian School of Business Research Paper No. 2008ACTL07
Number of pages: 20 Posted: 06 Jun 2008 Last Revised: 24 Apr 2014
John R. Evans
Centre for Analysis of Complex Financial Systems
Downloads 151 (243,420)

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6.

The Australian Retirement Lottery: A System Failure

Number of pages: 35 Posted: 12 Jun 2013
Amandha Ganegoda and John R. Evans
ANZ (Australia and New Zealand) Banking Group, Ltd. and Centre for Analysis of Complex Financial Systems
Downloads 133 (269,211)
Citation 1

Abstract:

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Superannuation Guarantee Levy, Retirement Funding, Market Shocks, Econometric modelling

7.

A Survey of Actuarial Graduates

UNSW Australian School of Business Research Paper No. 2010ACTL17
Number of pages: 7 Posted: 20 Dec 2010 Last Revised: 02 Feb 2011
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Analysis of Complex Financial Systems and University of New South Wales - School of Management
Downloads 117 (295,812)
Citation 1

Abstract:

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Actuarial Graduates, Workplace experience

8.

The Missing Strategic Link – Human Capital Knowledge, and Risk in the Finance Industry – Two Mini Case Studies

Number of pages: 33 Posted: 03 Aug 2013
Carol Royal, John R. Evans and Sampath Windsor
UNSW Australia Business School, School of Management, Centre for Analysis of Complex Financial Systems and University of New South Wales (UNSW) - School of Organisation and Management
Downloads 96 (338,258)

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regulation, risk management, financial services

9.

What Perceptions Do Actuarial Graduates Hold on Their University Studies, Work Experience and Career Direction after Completing the University Program

UNSW Australian School of Business Research Paper No. 2011ACTL12
Number of pages: 30 Posted: 16 Jan 2013
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Analysis of Complex Financial Systems and University of New South Wales - School of Management
Downloads 81 (375,602)
Citation 1

Abstract:

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Actuarial profession, education program, career development

10.

A Systems Analysis of Motor Vehicle Claims

Number of pages: 8 Posted: 13 Oct 2018
John R. Evans and Yifei Li
Centre for Analysis of Complex Financial Systems and University of Wollongong - Sydney Business School
Downloads 60 (441,397)

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Motor Vehicle Insurance, Insurance Ratings, Cladistics Analysis

11.

A Survey of Human Capital Risk Management in Australian Insurers

Australian Journal of Actuarial Practice 2014, 1, 77-80
Number of pages: 4 Posted: 11 Nov 2015
John R. Evans and Carol Royal
Centre for Analysis of Complex Financial Systems and UNSW Australia Business School, School of Management
Downloads 56 (456,027)

Abstract:

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human capital, enterprise risk management

12.

A Pilot Survey of Actuarial Graduates’ Views on Their Education

Australian Journal of Actuarial Practice 2014, 1, 63-75
Number of pages: 13 Posted: 11 Nov 2015
Adam Butt, John R. Evans, Jim Farmer and David Pitt
Australian National University - Research School of Finance, Actuarial Studies & Statistics, Centre for Analysis of Complex Financial Systems, Macquarie University, Macquarie Business School and University of Melbourne - Department of Economics
Downloads 47 (492,078)
Citation 1

Abstract:

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actuarial education, graduate survey

13.

The Impact of the SGL System on Age Pension Demand in Australia

Number of pages: 27 Posted: 04 Jan 2016
Amandha Ganegoda and John R. Evans
ANZ (Australia and New Zealand) Banking Group, Ltd. and Centre for Analysis of Complex Financial Systems
Downloads 40 (523,868)

Abstract:

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Superannuation Guarantee Levy, Age Pension, Retirement Funding, Market Shocks, Econometric modeling

14.

Measuring Retirement Adequacy in a Dynamic Society

Number of pages: 14 Posted: 11 Sep 2020
John R. Evans and Abdul Razeed
Centre for Analysis of Complex Financial Systems and The University of Sydney
Downloads 36 (543,736)

Abstract:

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Retirement adequacy, retirement replacement ratios, budgetary retirement standards

15.

An Analysis of the Effect of the Superannuation Guarantee Levy on Wage Growth in Australia

Number of pages: 11 Posted: 28 Sep 2020
John R. Evans and Abdul Razeed
Centre for Analysis of Complex Financial Systems and The University of Sydney
Downloads 33 (559,776)

Abstract:

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Superannuation Guarantee Levy, Wages Growth, Distribution of National Income

16.

Homeownership Effect on Retirement Adequacy and Government Transfers in Australia

Number of pages: 20 Posted: 27 Aug 2020
John R. Evans and Abdul Razeed
Centre for Analysis of Complex Financial Systems and The University of Sydney
Downloads 33 (559,776)

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Asset-based welfare system, homeownership, retirement systems, Australian Pillar 4

17.

An Analysis of Household Retirement Adequacy In Australia

Number of pages: 21 Posted: 02 Jan 2019
John R. Evans and Abdul Razeed
Centre for Analysis of Complex Financial Systems and The University of Sydney
Downloads 30 (576,479)

Abstract:

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Superannuation Guarantee Levy, Retirement Adequacy, Capital Market Shocks, Econometric Modeling, Australian Age Pension

18.

An Analysis of Characteristics of Incarcerated Persons by Crime Type in Australia 2013~2017

Number of pages: 12 Posted: 11 Nov 2019
John R. Evans and Yifei Li
Centre for Analysis of Complex Financial Systems and University of Wollongong - Sydney Business School
Downloads 29 (582,405)

Abstract:

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Australian crime rates, cladistics analysis, systems analysis, ANOVA

19.

A Knightian Analysis of the Viability of a Lifetime Annuity Market in Australia

Number of pages: 19 Posted: 04 Apr 2015 Last Revised: 24 Aug 2015
John R. Evans, Amandha Ganegoda and Abdul Razeed
Centre for Analysis of Complex Financial Systems, ANZ (Australia and New Zealand) Banking Group, Ltd. and The University of Sydney
Downloads 24 (614,575)

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Lifetime Annuity, Longevity risk, Investment risk, Knightian analysis

20.

The Institute of Actuaries of Australia Part II Course: Some Observations

UNSW Australian School of Business Research Paper No. 2008ACTL13
Number of pages: 7 Posted: 10 Oct 2013
John R. Evans
Centre for Analysis of Complex Financial Systems
Downloads 21 (635,373)

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Institute of Actuaries of Australia, Part II

21.

Do Growth Assets Drive Returns: A Critique of the APRA Heatmap Insights

Number of pages: 7 Posted: 27 Oct 2020
John R. Evans and Abdul Razeed
Centre for Analysis of Complex Financial Systems and The University of Sydney
Downloads 19 (649,616)

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superannuation fund investments, Investment return characteristics, systems analysis, cladistics analysis asset allocations, multi asset sector funds

22.

Consequences of the Australian Prudential Regulatory Authority’s Investment Performance Tests

Number of pages: 8 Posted: 13 Jul 2021
John R. Evans and Abdul Razeed
Centre for Analysis of Complex Financial Systems and The University of Sydney
Downloads 16 (671,200)

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APRA regulation, Investment strategy, Illiquid assets. Member outcomes

23.

An Analysis of Macroeconomic Characteristics of 137 Countries

Number of pages: 19 Posted: 27 Sep 2020
John R. Evans and Xingzhuo Wang
Centre for Analysis of Complex Financial Systems and Centre for Analysis of Complex Financial Systems
Downloads 15 (678,631)

Abstract:

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macroeconomic modelling, GDP drivers, country economic comparisons, systems analysis, cladistics analysis

24.

A Cladistics Analysis of Financial Stability and Instability across 58 Countries 2007~2012

Number of pages: 12 Posted: 01 Dec 2020
John R. Evans and Xingzhuo Wang
Centre for Analysis of Complex Financial Systems and Centre for Analysis of Complex Financial Systems
Downloads 13 (694,209)

Abstract:

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cladistics analysis, financial stability, macroeconomic factors, tipping point, complex adaptive system

25.

Drivers of Improved Longevity across 178 Countries 1950~2020

Number of pages: 16 Posted: 19 Apr 2021
John R. Evans
Centre for Analysis of Complex Financial Systems
Downloads 12 (702,044)

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life expectancy, cladistics analysis, mortality rates, complex adaptive systems

26.

A Demonstration and Explanation of why Macroeconomic Factors Aren’t Reliable Indicators of Australian Stock Market Returns

Number of pages: 8 Posted: 27 Oct 2020
John R. Evans and Xingzhuo Wang
Centre for Analysis of Complex Financial Systems and Centre for Analysis of Complex Financial Systems
Downloads 12 (702,044)

Abstract:

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macroeconomic factors, stock market returns, cladistics analysis, complex adaptive systems

27.

A Systems Analysis of WEF Global Risks 2007~2017

Number of pages: 10 Posted: 17 Jul 2019
John R. Evans and Xingzhuo Wang
Centre for Analysis of Complex Financial Systems and Centre for Analysis of Complex Financial Systems
Downloads 12 (702,044)
Citation 1

Abstract:

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WEF Global Risks, Cladistics Analysis, Complex Adaptive Systems, Risk Management

28.

A Systems Analysis of Social Prejudice in Italy

Number of pages: 12 Posted: 17 Jul 2019
John R. Evans, Yifei Li and Pierangelo Peri
Centre for Analysis of Complex Financial Systems, University of Wollongong - Sydney Business School and University of Trento
Downloads 10 (717,705)

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Italian social prejudice, cladistics analysis, insiders, outsiders, social analysis, systemic characteristics

29.

The Australian SGL System: A Community Balance Sheet Analysis

Number of pages: 16 Posted: 09 Oct 2020
John R. Evans and Abdul Razeed
Centre for Analysis of Complex Financial Systems and The University of Sydney
Downloads 9 (725,685)

Abstract:

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SGL System, Retirement Standard of Living, Pre-Retirement Standard of Living, Income and Wealth Inequality

30.

A Systems Analysis of Environmental Factors on Global Influenza Death Rates

Number of pages: 12 Posted: 10 Jun 2021
John R. Evans
Centre for Analysis of Complex Financial Systems
Downloads 7 (741,316)

Abstract:

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Influenza mortality rates, cladistics analysis, environmental factors

31.

An Analysis of the Variability of Outcomes for the Mandatory Components of the Australian Retirement System

Number of pages: 15 Posted: 01 Dec 2020
John R. Evans and Abdul Razeed
Centre for Analysis of Complex Financial Systems and The University of Sydney
Downloads 7 (741,316)

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Retirement Adequacy, Superannuation Guarantee Levy, Wage Growth, Investment Returns, Longevity

32.

The Effect on Wealth & Income Inequality of the Pillar 2 Component of the Australian Retirement System

Number of pages: 12 Posted: 16 Sep 2020
John R. Evans and Abdul Razeed
Centre for Analysis of Complex Financial Systems and The University of Sydney
Downloads 7 (741,316)

Abstract:

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Superannuation Guarantee Levy, Wealth & Income Inequality

33.

Accessing SGL Assets for Acquisition of Owner-Occupied Property: Consequences for Australian Households and Government

Number of pages: 9 Posted: 08 Jul 2021
John R. Evans and Abdul Razeed
Centre for Analysis of Complex Financial Systems and The University of Sydney
Downloads 2 (781,950)

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Owner-occupied property, Australian retirement system, Australian Government retirement system costs, Accessing SGL assets.

34.

A Nonlinear Analysis of Operational Risk Events in Australian Banks

Journal of Operational Risk, Forthcoming
Number of pages: 21 Posted: 27 Jan 2017
Yifei Li, Neil Allan and John R. Evans
University of Wollongong - Sydney Business School, University of Bristol and Centre for Analysis of Complex Financial Systems
Downloads 1 (793,321)
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operational risk, cladistics analysis, risk management, Australian bank operational risk events, management of operational risk, identification of operational risk drivers

35.

Australian Retirement System: Significance of Pillars 3 and 4 in Achieving an Adequate Standard of Living in Retirement

Posted: 10 Jul 2019
John R. Evans
Centre for Analysis of Complex Financial Systems

Abstract:

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Australian Retirement System, Superannuation Guarantee Levy, Age Pension

36.

A Review of Global Banking Regulation Under an Assumption of Complexity

Posted: 26 Nov 2018
John R. Evans
Centre for Analysis of Complex Financial Systems

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Financial Complexity, Banking Regulation, Global Financial Crisis, Phase Transition, Complex Adaptive System, System of Systems, Federation of Systems

37.

An Analysis of the Australian Superannuation System's Taxes and Transfers

Posted: 12 Jun 2018
John R. Evans
Centre for Analysis of Complex Financial Systems

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Superannuation, Tax Transfer, Age Pension, Superannuation Guarantee Levy

38.

A New Insight into the World Economic Forum Global Risks

Posted: 12 Jun 2018
John R. Evans
Centre for Analysis of Complex Financial Systems

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Economic Systems, Complex Adaptive Systems, Cladistics Analysis, Amanagement, World Economic Forum

39.

Adequacy of the Australian Superannuation Guarantee Levy: A Post Retirement Analysis

Posted: 12 Jun 2018
John R. Evans
Centre for Analysis of Complex Financial Systems

Abstract:

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Superannuation Guarantee Levy, Australian Age Pension, Retirement Funding, Capital Market Volatility, Longevity

40.

A Systems Analysis of Drivers of Individual Bankruptcies

Posted: 12 Jun 2018
John R. Evans
Centre for Analysis of Complex Financial Systems

Abstract:

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credit default, bankruptcy, cladistics analysis

41.

Significance of Controllable and Uncontrollable Drivers in Credit Defaults

Posted: 12 Jun 2018
John R. Evans
Centre for Analysis of Complex Financial Systems

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credit risk, credit risk drivers, cladistics analysis, complex systems

42.

An Analysis of the Feasibility of an Extreme Operational Risk Pool for Banks

Posted: 10 Jun 2018
John R. Evans
Centre for Analysis of Complex Financial Systems

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Extreme Operational Risk Losses, Pooling of Losses, Insurance of Extreme Events

43.

An Analysis of Power Law Distributions & Tipping Points During the Global Financial Crisis

Posted: 10 Jun 2018
John R. Evans
Centre for Analysis of Complex Financial Systems

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Global Financial Crisis, Power Law Distribution, Tipping Point, Credit Risk, Market Risk, Operational Risk

44.

A Scaling Model for Severity of Operational Losses Using Generalized Additive Models for Location Scale and Shape (GAMLSS)

Forthcoming in Annals of Actuarial Science published by Cambridge University Press
Posted: 02 Nov 2010 Last Revised: 27 Sep 2012
Amandha Ganegoda and John R. Evans
ANZ (Australia and New Zealand) Banking Group, Ltd. and Centre for Analysis of Complex Financial Systems

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Operational Risk, Generalized Additive Models for Location Scale And Shape (GAMLSS), Scaling models, Prudential Regulation of Banks

45.

Operational Risks in Banks: An Analysis of Empirical Data from a Bank

UNSW Australian School of Business Research Paper No. 2008ACTL01
Posted: 16 May 2008 Last Revised: 26 May 2008
Centre for Analysis of Complex Financial Systems, University of New South Wales - Faculty of Science, University of New South Wales - Faculty of Science and Ernst & Young, Australia

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Operational Risk, Extreme Value Theory, Multi Distributions

46.

Are Nonperforming Loan Provisions related to Macroeconomic Characteristics? A Global Systems Based Analysis

Number of pages: 10
John R. Evans
Centre for Analysis of Complex Financial Systems
Downloads 0

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Nonperforming loan provisions, macroeconomic factors, cladistics analysis, complex adaptive systems