Anup K. Basu

Queensland University of Technology

2 George Street

Brisbane, Queensland 4000

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

9

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SSRN RANKINGS

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1,390

SSRN CITATIONS
Rank 32,751

SSRN RANKINGS

Top 32,751

in Total Papers Citations

11

CROSSREF CITATIONS

14

Scholarly Papers (9)

1.

The Predictive Ability of P/E Ratio: Evidence from Australia and New Zealand

2014 Financial Markets & Corporate Governance Conference
Number of pages: 35 Posted: 09 Jan 2014
Anup K. Basu and Luke O'Shea
Queensland University of Technology and PriceWaterhouseCoopers, Australia
Downloads 520 (74,540)
Citation 1

Abstract:

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P/E ratio, return predictability, earnings growth

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 248 (168,983)
Citation 1

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

3.

Asset Allocation in Retirement: Does Glide Path Matter?

Netspar Discussion Paper No. 10/2015-078
Number of pages: 28 Posted: 08 Mar 2016
Osei Wiafe, Anup K. Basu and En-Te (John) Chen
Griffith University, Queensland University of Technology and Queensland University of Technology
Downloads 180 (227,007)

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Asset Allocation, Lifecycle, Prospect Theory, Glidepath, Shortfall Risk, Retirement

4.

Does Fundamental Indexation Lead to Better Risk Adjusted Returns? New Evidence from Australian Securities Exchange

Number of pages: 24 Posted: 26 Aug 2011 Last Revised: 29 Aug 2011
Brigette M. Forbes and Anup K. Basu
Realindex Investments and Queensland University of Technology
Downloads 161 (249,486)
Citation 3

Abstract:

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Fundamental Index, Capitalisation Index, Passive Management, Valuation

5.

Portfolio Strategies in Decumulation Phase: Does Lifecycling Fail?

Number of pages: 34 Posted: 14 Aug 2014 Last Revised: 25 May 2015
Osei Wiafe, Anup K. Basu and En-Te (John) Chen
Griffith University, Queensland University of Technology and Queensland University of Technology
Downloads 152 (261,619)

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Lifecycle, Asset Allocation, Reverse Lifecycle, Prospect theory, Shortfall risk, Glidepath

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 128 (300,247)
Citation 14

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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.

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 (859,664)
Citation 1

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8.

Asset Allocation Policy, Returns and Expenses of Superannuation Funds: Recent Evidence Based on Default Options

Australian Economic Review, Vol. 47, Issue 1, pp. 63-77, 2014
Number of pages: 15 Posted: 27 Feb 2014
Anup K. Basu and Stephanie Andrews
Queensland University of Technology and University of Toronto
Downloads 0 (877,695)
Citation 2

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9.

Embedded Tax Liabilities & Portfolio Choice

Midwest Finance Association 2012 Annual Meetings Paper
Posted: 11 Jul 2011 Last Revised: 10 Jun 2014
Queensland University of Technology - School of Economics and Finance, Queensland University of Technology and Queensland University of Technology - QUT Business School

Abstract:

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Taxes, asset allocation, portfolio choice