John R. Evans

Centre for Analysis of Complex Financial Systems

PO Box 363

Summer Hill, 2130

Australia

SCHOLARLY PAPERS

31

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2,413

SSRN CITATIONS
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SSRN RANKINGS

Top 48,227

in Total Papers Citations

7

CROSSREF CITATIONS

3

Ideas:
“  Predictability of Under and Over performance of Australian fund managers Feasibility of establishing a pooled arrangement for extreme operational risks of banks Analysis of retirement sustainability of Australian households  ”

Scholarly Papers (31)

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 532 (52,562)
Citation 4

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 529 (52,941)

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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 305 (101,453)

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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 297 (103,895)
Citation 4

Abstract:

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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 150 (200,080)

Abstract:

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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 131 (223,299)
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 108 (257,387)
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 89 (292,619)

Abstract:

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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 74 (326,880)

Abstract:

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Actuarial profession, education program, career development

10.

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 53 (387,303)

Abstract:

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human capital, enterprise risk management

11.

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 33 (464,187)

Abstract:

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

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 23 (516,327)

Abstract:

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actuarial education, graduate survey

13.

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 21 (528,150)

Abstract:

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Lifetime Annuity, Longevity risk, Investment risk, Knightian analysis

14.

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 20 (534,005)

Abstract:

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Institute of Actuaries of Australia, Part II

15.

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 16 (558,046)

Abstract:

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Motor Vehicle Insurance, Insurance Ratings, Cladistics Analysis

16.

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 15 (564,193)

Abstract:

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

17.

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 6 (622,498)

Abstract:

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

18.

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 6 (622,498)

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

19.

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 4 (636,289)

Abstract:

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Australian crime rates, cladistics analysis, systems analysis, ANOVA

20.

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 (665,297)
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operational risk, cladistics analysis, risk management, Australian bank operational risk events, management of operational risk, identification of operational risk drivers

21.

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

22.

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

23.

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

Abstract:

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Superannuation, Tax Transfer, Age Pension, Superannuation Guarantee Levy

24.

A New Insight into the World Economic Forum Global Risks

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

Abstract:

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

25.

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

26.

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

27.

Significance of Controllable and Uncontrollable Drivers in Credit Defaults

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

Abstract:

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

28.

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

Abstract:

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

29.

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

Abstract:

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

30.

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

Abstract:

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

31.

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

Abstract:

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Operational Risk, Extreme Value Theory, Multi Distributions