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

  • Queensland University of Technology

SCHOLARLY PAPERS

9

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1,766

SSRN CITATIONS
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SSRN RANKINGS

Top 41,873

in Total Papers Citations

11

CROSSREF CITATIONS

8

Scholarly Papers (9)

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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 677 (65,275)
Citation 1

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P/E ratio, return predictability, earnings growth

2.

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 292 (174,384)
Citation 1

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

3.

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 237 (214,752)

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

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 183 (272,746)
Citation 3

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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 165 (299,756)

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

6.

Dynamic Lifecycle Strategies for Target Date Retirement Funds

Downloads 157 (310,965)

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 157 (311,229)
Citation 18

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

Dynamic Lifecycle Strategies for Target Date Retirement Funds

https://doi.org/10.3905/jpm.2011.37.2.083
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

Abstract:

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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 37 (717,930)

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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
Sylvain Hohn, Anup K. Basu, Uwe Dulleck, Julie Henry and Nicolas Cherbuin
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 18 (871,427)

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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
Phillip Ashley Turvey, Anup K. Basu and Peter Verhoeven
Queensland University of Technology - School of Economics and Finance, Queensland University of Technology and Queensland University of Technology - QUT Business School

Abstract:

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Taxes, asset allocation, portfolio choice