Researcher

Dr Jonathan Reeves

My Expertise

Dr Jonathan Reeves is a financial economist with his primary expertise in forecasting of volatility and correlation in financial markets. More broadly, his expertise is in the fields of financial econometrics, forecasting, financial risk management and asset pricing. His research has been published in leading international journals in the fields of econometrics, forecasting and actuarial science.

Biography

Jonathan received his PhD in Economics from Queen's University, Canada. He also holds a Masters degree in Mathematics from the University of Auckland, New Zealand. His expertise is in forecasting in financial markets and his research has been published in leading international journals such as the International Journal of Forecasting, Journal of Financial Econometrics and Insurance: Mathematics and Economics. In addition, his research has...view more

Jonathan received his PhD in Economics from Queen's University, Canada. He also holds a Masters degree in Mathematics from the University of Auckland, New Zealand. His expertise is in forecasting in financial markets and his research has been published in leading international journals such as the International Journal of Forecasting, Journal of Financial Econometrics and Insurance: Mathematics and Economics. In addition, his research has been presented at numerous academic and industry conferences, including presentations at North American Meetings of the Econometric Society. Jonathan has also written op-ed for the Australian Financial Review on a number of occasions and appeared in other media including ABC and Bloomberg News. He has consulted for financial services companies both in Australia and overseas.


My Qualifications

  • PhD, Queen's University
  • MPhil, University of Auckland
  • BCom,University of Auckland

My Engagement


My Teaching

  • FINS5513 Investments and Portfolio Selection
  • FINS5542 Applied Funds Management
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Location

UNSW Business School - Ref E12
Level 3, Office 369

Contact

+61-2-93855874
+61 2 9055 1884

Publications

by Dr Jonathan Reeves