Michael E. Drew

Griffith University

Professor of Finance

Brisbane, Queensland 4111

Australia

  • Griffith University

SCHOLARLY PAPERS

10

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2,260

SSRN CITATIONS
Rank 38,224

SSRN RANKINGS

Top 38,224

in Total Papers Citations

14

CROSSREF CITATIONS

8

Scholarly Papers (10)

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1.

Risk-Factor Diversification and Portfolio Selection

25th Australasian Finance and Banking Conference 2012
Number of pages: 33 Posted: 28 Aug 2012
Scott N. Pappas, Robert J. Bianchi, Robert J. Bianchi, Michael E. Drew and Rakesh Gupta
Griffith University - Griffith Business School, Griffith UniversityGriffith University, Griffith University and Griffith University - Griffith Business School
Downloads 730 (59,123)

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 292 (174,384)
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: 29 Nov 2021
Michael Francis Howard, Robert J. Bianchi, Robert J. Bianchi, Graham N. Bornholt and Michael E. Drew
Griffith University, Griffith UniversityGriffith University, Griffith University and Griffith University
Downloads 249 (204,780)
Citation 1

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

4.

The (Un)Predictable Equity Risk Premium

Challenger Limited, Sydney, 2015
Number of pages: 44 Posted: 25 Nov 2015
Robert J. Bianchi, Robert J. Bianchi, Michael E. Drew and Adam Walk
Griffith UniversityGriffith University, Griffith University and The University of Notre Dame Australia
Downloads 236 (215,670)

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Equity Risk Premium; Australia

5.

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 206 (245,164)
Citation 4

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Superannuation funds, Australia, Performance persistence, Past performance

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

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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, Robert J. Bianchi and Michael E. Drew
Griffith University, Griffith UniversityGriffith University and Griffith University
Downloads 154 (316,108)

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KiwiSaver, retirement outcomes, contribution rates

8.

Commodity Futures Momentum: Sources of Risk and Anomalies

Number of pages: 44 Posted: 23 Aug 2016 Last Revised: 19 Feb 2020
Robert J. Bianchi, Robert J. Bianchi, Michael E. Drew and John Hua Fan
Griffith UniversityGriffith University, Griffith University and Griffith University - Department of Accounting, Finance and Economics
Downloads 129 (363,426)
Citation 1

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

9.

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 107 (416,668)
Citation 2

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10.

The Diversification Delta: A Different Perspective

CIFR Paper No. 047/2014, https://doi.org/10.3905/jpm.2017.43.4.112
Posted: 22 May 2019
Yuri Salazar, Robert J. Bianchi, Robert J. Bianchi, Michael E. Drew and Stefan Trück
University of Essex - Centre for Computational Finance and Economic Agents, Griffith UniversityGriffith University, Griffith University and Macquarie University Sydney - Department of Applied Finance and Actuarial Studies

Abstract:

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Portfolio Optimization, Diversification Measures, Risk Management