Biography
Professor Paul Kofman holds a PhD in Economics (1991) from Erasmus University Rotterdam, the Netherlands. He came to Australia in 1994 as a Lecturer in Econometrics at Monash University. After subsequent positions at UNSW and UTS, he was appointed as Professor of Finance at The University of Melbourne in 2001 and became Head of Department in January 2006. His main research interest is in quantitative finance, but he has also published papers in international trade, econometrics, and actuarial journals, including the Financial Analysts Journal, the Journal of Applied Econometrics, the Journal of Banking and Finance, the Journal of International Economics, and the Journal of Business and Economic Statistics. He has received numerous research grants including ARC discovery and linkage grants. He was appointed in 2005 as the Young Researcher Programme Director of the ARC Financial Integrity Research Network. He has been an associate editor of the Asia-Pacific Futures Research Symposia under the auspices of the Chicago Board of Trade Research Foundation since 1992. He is also an associate editor of the International Journal of Managerial Finance and the Review of Futures Markets.
Research Expertise and International Linkages
Research Expertise
| Research Interest |
Key Words |
Country of Expertise |
| Market Discipline of Financial Institutions |
Credit spreads; Bank risk |
Australia |
| Regulation of Derivatives Exchanges |
Limits; Spreads; Margins |
United States of America |
| Business Cycles and Default Risk |
Asset pricing; Merton's default likelihood |
Australia |
| Diversification Breakdown and Downside Risk |
Exceedance correlations; Portfolio allocation |
United States of America, Northern Europe |
| Insurance Pricing |
Automobile insurance; Asymmetric Information |
Australia, Netherlands |
International Linkages
Languages
Languages
| Language |
Proficiency |
| Spanish |
Speak, Read & Write |
| German |
Speak, Read & Write |
| French |
Speak, Read & Write |
| Frisian |
Speak, Read & Write |
| Dutch |
Speak, Read & Write |
Qualifications, Honours, Fellowships and Other
Awards
Qualifications
| Title |
Institution |
Date Awarded |
Abbreviation |
| Doctor of Philosophy |
Erasmus University Rotterdam |
03-Oct-1991 |
|
Memberships
| Membership Type |
Membership Body |
Description |
Start Date |
End Date |
| Member |
The Econometric Society |
Member |
01-Aug-1990 |
|
| Member |
The American Finance Association |
Member |
15-Sep-1994 |
|
| Member |
Global Association of Risk Professionals |
Member |
15-Sep-1998 |
|
| Member |
Professional Risk Managers' International Association |
Member |
19-Sep-2001 |
|
Other Awards
| Award Type |
Awarding Body |
Comments |
Date Awarded |
| Other (Award) |
Sydney Futures Exchange |
|
05-Dec-1996 |
Government Research Classifications
Research Fields, Courses and Discipline Classifications
Socio-Economic Objective Classifications
Grants and Contracts
Research Grants, Contracts and Consultancies awarded to the University of Melbourne as the administering institution (since 2003) as recorded in Themis Agreements.
Grants
| Title |
Role |
Funding Source |
Scheme |
Award Date |
| ARC LINKAGE: PROF KOFMAN PROJECT WITH UNSW |
Chief Investigator |
AUST RESEARCH COUNCIL |
Linkage Projects |
09/10/2002 |
| When markets fail: a comparative assessment of costs & benefits of trade interruption |
Chief Investigator |
AUST RESEARCH COUNCIL |
Discovery Projects |
01/01/2003 |
| CYCLES & SIZE: LONG TERM VALUATION AND INVESTMENT PERFORMANCE - POPULATED FROM THEMIS CONVERSION |
Chief Investigator |
MONASH UNIVERSITY |
Linkage Projects (AUST RESEARCH COUNCIL) |
01/01/2005 |
| Three Decades of Financial Distress and Corporate Restructuring in Australia |
Chief Investigator |
AUST RESEARCH COUNCIL |
Discovery Projects |
01/01/2008 |
Contracts
| Title |
Role |
Funding Source |
Award Date |
| PUBLIC COMPANIES BEING TAKEN PRIVATE |
Chief Investigator |
AUST COUNCIL OF SUPERANNUATION INVESTORS |
10/07/2008 |
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.
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