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DR Zhen Shi

Positions

Academic, Finance

Overview

OverviewText1

Zhen joined the Department of Finance in September 2009. Zhen obtained both MPhil and PhD degrees from Tilburg University, the Netherlands. In her thesis, she investigates three issues: the portfolio choice under a Value-at-Risk constraint, an individual’s retirement and annuitization decisions and corporate investment strategies.

Publications

Selected publications

2017
- Journal Articles Refereed
  - MANAGING FINANCIALLY DISTRESSED PENSION PLANS IN THE INTEREST OF BENEFICIARIES. Journal of Risk and Insurance. 84. 2017
2016
- Journal Articles Refereed
  - Life-cycle patterns in the design and adoption of default funds in DC pension plans 2016
2015
- Journal Articles
  - Parametric Portfolio Policies in the Surplus Consumption Ratio. International Review of Finance. 15. 2015
- Journal Articles Refereed
  - Parametric Portfolio Policies in the Surplus Consumption Ratio. International Review of Finance. 15. 2015
2012
- Journal Articles Refereed
  - Short-horizon regulation for long-term investors. Journal of Banking & Finance. 36. 2012
2011
- Major Reports and Working Papers
  - Economic Costs and Benefits of Imposing Short-Horizon Value-at-Risk Type Regulation 2011
2009
- Minor Reports and Working Papers
  - Annuitization and retirement timing decisions 2009
  - Pension fund portfolio wealth under short-term regulation. (Netspar Discussion Paper No. 12/2009-054 ) 2009

Awards

Education and training

PhD, Tilburg University 2009
MPHIL, Tilburg University 2006

Supervision

Available for supervision

Y

Contact Details
- zshi@unimelb.edu.au
- 90358173
- Location
  - Level: 11 Room: 56, The Spot, Parkville
Graduate Study
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