Michael E. Drew

Griffith University

Professor of Finance

Brisbane, Queensland 4111

Australia

SCHOLARLY PAPERS

14

DOWNLOADS
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SSRN RANKINGS

Top 29,834

in Total Papers Downloads

1,758

SSRN CITATIONS
Rank 25,318

SSRN RANKINGS

Top 25,318

in Total Papers Citations

15

CROSSREF CITATIONS

19

Scholarly Papers (14)

1.

Risk-Factor Diversification and Portfolio Selection

25th Australasian Finance and Banking Conference 2012
Number of pages: 33 Posted: 28 Aug 2012
Griffith University - Griffith Business School, Griffith University, Griffith University and Griffith University - Griffith Business School
Downloads 695 (40,873)

Abstract:

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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 206 (164,777)
Citation 1

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

3.

Long-Term U.S. Infrastructure Returns and Portfolio Selection

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 31 Posted: 22 Aug 2011 Last Revised: 28 Oct 2011
Griffith University, Griffith University, Griffith University - Department of Accounting, Finance and Economics and Griffith University
Downloads 197 (171,932)
Citation 2

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Infrastructure, portfolio selection, asset pricing, mean variance, conditional-value-at-risk

4.

Selecting Australian Equity Superannuation Funds: A Retail Investor's Perspective

Number of pages: 32 Posted: 20 Jun 2002
Michael E. Drew, Jon D. Stanford and Madhu Veeraraghavan
Griffith University, University of Queensland - School of Economics and T.A. PAI Management Institute, Finance Area
Downloads 189 (178,543)
Citation 4

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Superannuation funds, Australia, Performance persistence, Past performance

5.

The (Un)Predictable Equity Risk Premium

Challenger Limited, Sydney, 2015
Number of pages: 44 Posted: 25 Nov 2015
Robert J. Bianchi, Michael E. Drew and Adam Walk
Griffith University, Griffith University and The University of Notre Dame Australia
Downloads 132 (241,178)

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Equity Risk Premium; Australia

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 106 (284,748)
Citation 12

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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

Abstract:

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Lifecycle, Target Date, Pensions

7.

Kiwisaver and Retirement Adequacy

Australasian Accounting Business and Finance Journal, 6(4), pp. 61-78, 2012, FIRN Research Paper
Number of pages: 8 Posted: 12 Jul 2013
Kirsten MacDonald, Robert J. Bianchi and Michael E. Drew
Griffith University, Griffith University and Griffith University
Downloads 93 (308,627)

Abstract:

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KiwiSaver, retirement outcomes, contribution rates

8.

Investment Governance for Fiduciaries

CFA Institute Research Foundation Publications, April 2019, ISBN 978-1-944960-69-8
Number of pages: 192 Posted: 12 Nov 2019
Michael E. Drew and Adam Walk
Griffith University and The University of Notre Dame Australia
Downloads 43 (457,387)
Citation 1

Abstract:

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9.

Commodity Futures Momentum: Sources of Risk and Anomalies

Number of pages: 44 Posted: 23 Aug 2016 Last Revised: 19 Feb 2020
Robert J. Bianchi, Michael E. Drew and John Hua Fan
Griffith University, Griffith University and Griffith University - Department of Accounting, Finance and Economics
Downloads 40 (474,398)

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Momentum, Commodity Futures, Anomaly, Limits to Arbitrage, Investor Sentiment

10.

Principal and Agent Problems in Superannuation Funds

Number of pages: 10 Posted: 17 Aug 2003
Michael E. Drew and Jon D. Stanford
Griffith University and University of Queensland - School of Economics
Downloads 30 (517,479)
Citation 2
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11.

Why is Superannuation Compulsory?

Number of pages: 7 Posted: 12 Jul 2004
Michael E. Drew and Jon D. Stanford
Griffith University and University of Queensland - School of Economics
Downloads 26 (539,941)
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12.

The Case for Gender-Sensitive Superannuation Plan Design

Australian Economic Review, Vol. 42, Issue 2, pp. 177-189, June 2009
Number of pages: 13 Posted: 02 Jun 2009
Anup K. Basu and Michael E. Drew
Queensland University of Technology and Griffith University
Downloads 1 (720,688)
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13.

The Diversification Delta: A Different Perspective

Posted: 22 May 2019
University of Essex - Centre for Computational Finance and Economic Agents, Griffith University, Griffith University and Macquarie University Sydney - Department of Applied Finance and Actuarial Studies

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Portfolio Optimization, Diversification Measures, Risk Management

14.

Risk Factors in Australian Bond Returns

Accounting & Finance, Vol. 57, Issue 2, pp. 373-400, 2017
Number of pages: 28 Posted: 03 Jun 2017
Griffith University, Griffith University, Griffith University and Griffith University - Department of Accounting, Finance and Economics
Downloads 0 (738,802)
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Asset pricing, Bond pricing, Default and term beta, Liquidity risk