|
Supervision of PhD/MPhil Students by R. Bhar (Current as of July 2016)
Student Name |
Thesis Title |
Sole/Co Supervision |
Completion Status |
Comment |
|
|
|
|
|
David Forrester (2120663): |
Title 1 |
Jointly with
G. Kingston |
Completed
October 2006 |
Private Sector
Singapore |
Quang N Nguyen (3116885) |
Title 2 |
Jointly with
T. Pham |
Completed
October 2008 |
Public Sector
Vietnam |
Peipei Wong (3173746) |
Title 3 |
Sole |
Completed
June 2009 |
Academic
Australia |
Biljana Nikolova (2200812) |
Title 4 |
Sole |
Completed
December 2009 |
Banking Sector
Australia |
Damien Lee (3022680) |
Title 5 |
Sole |
Completed
December 2010 |
Bloomberg
New York |
Yuewen Xiao (3203345) |
Title 6 |
Jointly with
D. Colwell |
Completed
December 2012 |
Academic
Australia |
Nedim Handzic (3112446) |
Title 7 |
Sole |
Completed
April 2013 |
Hedge Fund
London |
Chengwu Shao (3301765) |
Title 8 |
Jointly with
D. Colwell |
Completed
May 2014 |
Academic
Shanghai |
Bao Huy Doan (3354830) |
Title 9 (MPhil) |
Jointly with
D. Colwell |
Completed
October 2014 |
Continuing PhD
UNSW Business |
Lenny Suardi (5082868) |
Title 10 |
Jointly with
D. Colwell |
Started
January 2016 |
|
Title 1: "Market Probability Density Functions and Investor Risk Aversion for the Australian-US Dollar Exchange Rate."
Title 2: “Foreign Investment, Return Volatility, and Economic Growth in Emerging Countries”.
Title 3: “Essays in Credit Default Swap Market”.
Title 4: “The Investment Climate in Brazil, Russia, India and China: A Study of Integration, Equity Returns and Sovereign Risk”.
Title 5: "Stochastic volatility and market price of risk in energy futures contracts"
Title 6: "Stochastic Models of Electricity Prices and Risk Premium in PJM Market"
Title 7: "The Pricing of Credit Risk"
Title 8: "Essays on stochastic models of the US natural gas market"
Title 9: "The copula based method for financial derivatives"
Title 10: Topic on Longevity Bonds
|
|