Increased-Risk Taking by Lifecycle Funds
Published in Pacific-Basin Finance Journal (ABDC: A), 2025
📜 Since 2014, Australian lifecycle funds have increased their allocations to growth assets in response to market pressures.
Publications
Applying machine learning in tax revenue forecasting
Published in Victoria's Economic Bulletin (Victorian Treasury Research Paper), 2024
📜 Machine learning methods marginally outperform benchmark models in forecasting land transfer duty revenue.
Managerial commitment and heterogeneity in target-date funds
Published in Journal of Empirical Finance (ABDC: A), 2022
📜 How a TDF fund manager invests in TDFs is associated with the fund’s idiosyncratic risk-taking.
Why have target-date funds performed better in the COVID-19 selloff than the 2008 selloff?
Published in Journal of Banking & Finance (ABDC: A*), 2022
📜 U.S. Target-date funds shifted to more conservative investment strategies after the 2008 GFC.