Anup K. Basu

Queensland University of Technology

2 George Street

Brisbane, Queensland 4000

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

9

DOWNLOADS

2,224

TOTAL CITATIONS

24

Scholarly Papers (9)

1.

The Predictive Ability of P/E Ratio: Evidence from Australia and New Zealand

2014 Financial Markets & Corporate Governance Conference
Number of pages: 35 Posted: 09 Jan 2014
Anup K. Basu and Luke O'Shea
Queensland University of Technology and PriceWaterhouseCoopers, Australia
Downloads 866 (58,146)
Citation 1

Abstract:

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P/E ratio, return predictability, earnings growth

2.

Asset Allocation in Retirement: Does Glide Path Matter?

Netspar Discussion Paper No. 10/2015-078
Number of pages: 28 Posted: 08 Mar 2016
Osei Wiafe, Anup K. Basu and En-Te (John) Chen
Griffith University, Queensland University of Technology and Queensland University of Technology
Downloads 328 (191,114)

Abstract:

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Asset Allocation, Lifecycle, Prospect Theory, Glidepath, Shortfall Risk, Retirement

3.

The Value of Tail Risk Hedging in Defined Contribution Plans: What Does History Tell Us

Number of pages: 26 Posted: 28 Feb 2013
Anup K. Basu and Michael E. Drew
Queensland University of Technology and Griffith University
Downloads 314 (199,435)
Citation 1

Abstract:

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Tail risk, Active Hedging, Options, Monetization, Risk management

4.

Does Fundamental Indexation Lead to Better Risk Adjusted Returns? New Evidence from Australian Securities Exchange

Number of pages: 24 Posted: 26 Aug 2011 Last Revised: 29 Aug 2011
Brigette M. Forbes and Anup K. Basu
Realindex Investments and Queensland University of Technology
Downloads 215 (292,025)
Citation 3

Abstract:

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Fundamental Index, Capitalisation Index, Passive Management, Valuation

5.

Portfolio Strategies in Decumulation Phase: Does Lifecycling Fail?

Number of pages: 34 Posted: 14 Aug 2014 Last Revised: 25 May 2015
Osei Wiafe, Anup K. Basu and En-Te (John) Chen
Griffith University, Queensland University of Technology and Queensland University of Technology
Downloads 198 (315,412)

Abstract:

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Lifecycle, Asset Allocation, Reverse Lifecycle, Prospect theory, Shortfall risk, Glidepath

Dynamic Lifecycle Strategies for Target Date Retirement Funds

Number of pages: 37 Posted: 11 Feb 2009
Anup K. Basu, Alistair Byrne and Michael E. Drew
Queensland University of Technology, University of Edinburgh - Business School and Griffith University
Downloads 197 (316,231)
Citation 19

Abstract:

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pension schemes, defined contribution, strategic asset allocation, lifecycle profile, stochastic simulation

Dynamic Lifecycle Strategies for Target Date Retirement Funds

Posted: 21 May 2019
Anup K. Basu, Alistair Byrne and Michael E. Drew
Queensland University of Technology, University of Edinburgh - Business School and Griffith University

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Lifecycle, Target Date, Pensions

7.

Are Credit Default Swaps Still a Sideshow? How Information Flow between Equity and CDS Markets Has Changed Since the Financial Crisis

Number of pages: 41 Posted: 30 Mar 2023
Anup K. Basu, Ruolin Wang and Adam Clements
Queensland University of Technology, affiliation not provided to SSRN and Queensland University of Technology - School of Economics and Finance
Downloads 70 (674,459)

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Credit default swaps (CDS), market efficiency, price discovery, global financial crisis (GFC), cross-market information flow

8.

Delegating Financial Decisions to the Spouse: Experimental Evidence in Older Couples

Number of pages: 34 Posted: 27 Sep 2022
Queensland University of Technology, Queensland University of Technology, Queensland University of Technology - School of Economics and Finance, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 36 (902,431)

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Financial delegation, Intrahousehold financial decision making, Control premium, Financial competence, Gender identity, Gender roles

9.

Embedded Tax Liabilities & Portfolio Choice

Midwest Finance Association 2012 Annual Meetings Paper
Posted: 11 Jul 2011 Last Revised: 10 Jun 2014
Queensland University of Technology - School of Economics and Finance, Queensland University of Technology and Queensland University of Technology - QUT Business School

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Taxes, asset allocation, portfolio choice