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MR RICHARD FITZHERBERT



Contact Details

Organization: Economics
Position: Honorary (Senior Fellow)
Email:
Homepage: http://www.economics.unimelb.edu.au/staffprofile/rfitzherbert.htm
Work: 9035 8054
Fax: 8344 6899
Room: 540
Level: 05
Building: Economics And Commerce
Campus: Parkville

Research Expertise and International Linkages

Research Expertise

Research Interest Key Words Country of Expertise
Stochastic Investment Models CAPM Australia
Investments Beta, return Australia

Qualifications, Honours, Fellowships and Other Awards

Qualifications

Title Institution Date Awarded Abbreviation
Bachelor of Science (honours) University of Sydney 31-Dec-1968

Government Research Classifications

Research Fields, Courses and Discipline Classifications

Socio-Economic Objective Classifications

Publications

Publications produced at the University of Melbourne and reported in the Annual Publications Collection and 'Research Report' since 2001. The Themis Publications module, released in November 2006, allows additional publications from previous institutions and publications from past years to be entered.

Publications in 2006

Journal Articles

  • Australian equity returns: another look at the historical record
    Year: 2006
    Journal: JASSA
    Volume: Spring
    Issue: 3
    Page numbers: 20 - 24
    Author(s):
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  • Comment on the Vision 2020 Taskforce
    Year: 2006
    Journal: Actuary Australia
    Volume: December
    Page numbers: 12-14
    Author(s):
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  • Paradigms, research and recognition of the Actuarial profession
    Year: 2006
    Journal: Australian Actuarial Journal
    Volume: 12
    Issue: 1
    Page numbers: 103 - 140
    Author(s):
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  • Research and the future of the actuarial profession
    Year: 2006
    Journal: Actuary Australia
    Volume: 2006
    Issue: June
    Page numbers: 16-18
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Publications in 2005

Journal Articles

  • What causes the equity premium?
    Year: 2005
    Journal: JASSA
    Volume: 2005
    Issue: 3
    Page numbers: 36-39
    Publisher: Securities Institute of Australia(Sydney)
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Publications in 2004

Books

  • Investment principles for Actuaries
    Year: 2004
    Publisher: The Institute of Actuaries of Australia(Sydney)
    Authors(s):

Journal Articles

  • Price conversion factors for historians
    Year: 2004
    Journal: Australian Actuarial Journal
    Volume: 10
    Issue: 3
    Page numbers: 617-622
    Author(s):
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Publications in 2003

Journal Articles

  • Geometric and arithmetic mean rates of return
    Year: 2003
    Journal: Actuary Australia
    Volume: 2003
    Issue: July
    Page numbers: 20-21
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  • Initial capital and margins required to secure a Japanese life insurance policy portfolio under variable interest rates
    Year: 2003
    Journal: Australian Actuarial Journal
    Volume: 9
    Issue: 2
    Page numbers: 251-289
    Publisher: The Institute of Actuaries of Australia(Sydney)
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  • The identification and measurement of speculative risk
    Year: 2003
    Journal: Australian Actuarial Journal
    Volume: 9
    Issue: 3
    Page numbers: 445-476
    Publisher: The Institute of Actuaries of Australia(Sydney)
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Conference Publications/Papers

  • Errors and misconceptions
    Year: 2003
    Event name: Institute of Actuaries of Australia biennial convention 2003
    Conference Publication: Institute of Actuaries of Australia biennial convention 2003
    Page numbers: 1-14
    Publisher: The Institute of Actuaries of Australia(Sydney)
    Author(s):

Publications in 2002

Reports

  • Continuous compounding, volatility and the equity premium
    Year: 2002
    Report No:: 98
    Publisher: Centre for Actuarial Studies, The University of Melbourne(Melbourne)
    Authors:
  • Initial capital and margins required to secure a Japanese life insurance portfolio under variable interest rates
    Year: 2002
    Customer:
    Report No:: 103
    Publisher: Centre for Actuarial Studies, The University of Melbourne(Melbourne)
    Authors:

Publications in 2001

Journal Articles

  • Volatility, Beta and return - Was there ever a meaningful relationship?
    Year: 2001
    Journal: Australian Actuarial Journal
    Volume: 7
    Issue: 4
    Page numbers: 681-713
    Publisher: The Institute of Actuaries of Australia(Sydney)
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