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Brian Gray scholarship recipients and research papers

The Brian Gray Scholarship program will fund up to four scholarships annually, to the value of $15,000 each. The scholarship purpose is to support final year Honours and PhD students in finance, economics, actuarial science, econometrics, statistics or related disciplines, who intend to focus full time on their studies and research. 

You can find past years' research reports for each year by downloading the zip files below. You might find that topics may differ slightly from the final report titles.

2019 Brian Gray scholarship recipients

Recipient Topic Course University
Zhou, Luke A structured investigation of retirement income products Honours candidate, Bachelor of Actuarial Studies University of New South Wales
He, Raymond Exploring gains to monetary policy cooperation if authorities use exchange rates as their monetary policy instrument Honours candidate, Bachelor of Commerce University of Melbourne

2018 Brian Gray scholarship recipients

Recipient Topic Course University
Chan, June

 

Issues in funds governance

PhD candidate, Doctor of Philosophy University of New South Wales
Harvey, Mitchell
Harvey Mitchell
Honours candidate, Bachelor of Economics Monash University
Krahe, Kevin
Kevin Krahe
Honours candidate, Bachelor of Actuarial Studies & Bachelor of Economics University of New South Wales

2017 Brian Gray scholarship recipients

Recipient Topic Course University
Balnozan, Igor
Igor Balnozan
Honours candidate, Bachelor of Actuarial Studies University of New South Wales
Bui, Christina
Christina Bui
PhD candidate, Doctor of Philosophy University of Technology, Sydney
de Silva, Kiefer
Kiefer de Silva
Honours candidate, Bachelor of Commerce & Bachelor of Laws Monash University
Morris, Matthew
Matthew Morris
Honours candidate, Bachelor of Business University of Technology, Sydney

2016 Brian Gray scholarship recipients

Recipient Topic Course University
Lalovic, Ognjen
Ogngen Lalovic
Honours candidate, Bachelor of Commerce University of Western Australia
Parotte, Nicole
Nicole Parotte
Honours candidate, Bachelor of Science (Actuarial) Curtin University of Technology
Perks, Christopher
Christopher Perks
PhD candidate, Economics Australian National University
Wanzare, Nitya
Nitya Wanzare
Honours candidate, Bachelor of Mathematics and Finance (Honours in Finance) University of Technology, Sydney

2015 Brian Gray scholarship recipients

Recipient Topic Course University
Araujo, Gabriela
Gabriela Araujo
Honours candidate, Bachelor of Commerce (Finance) & Bachelor of Economics University of Queensland
Peng, Natalie Xiaowen
Natalie Xiaowen Peng
PhD candidate, Accounting University of Queensland
Xian, Alan Liang
Alan Liang Xian
Honours candidate, Bachelor of Commerce in Actuarial Studies & Bachelor of Science University of New South Wales

2014 Brian Gray scholarship recipients

Recipient Topic Course University
Brown, Alexandra
Alexandra Brown
Honours candidate, Bachelor of Commerce (Finance) & Bachelor of Business Flinders University
Diinis, Emmanuel
Emmanuel Diinis
Honours candidate, Bachelor of Economics in Commerce & Bachelor of Laws University of Western Sydney
Li, Ruizhu (Yolanda)
Ruizhu (Yolanda) Li
Honours candidate, Bachelor of Commerce University of New South Wales

2013 Brian Gray scholarship recipients

Recipient Topic Course University
Jutasompakorn, Pearpilai
Pearpilai Jutasompakorn
PhD candidate, Finance Monash University
Ljubic, Melissa
Melissa Ljubic
Honours candidate, Bachelor of Commerce in Economics University of Wollongong
Nisbet, Elise
Elise Nisbet
Honours candidate, Bachelor of Commerce (Finance) & Bachelor of Laws and Legal Practice Flinders University
Qu, Jason Zhiwei
Jason Zhiwei Qu
Honours candidate, Bachelor of Economics and Bachelor of Commerce (Economics) University of New South Wales

2012 Brian Gray scholarship recipients

Recipient Topic Course University
Bui, Yen
Yen Bui
PhD candidate, Finance Flinders University
Liu, Chung-Yu
Chung-Yu Liu
Honours candidate, Bachelor of Commerce (Actuarial Studies) University of New South Wales
Natraj, Ganesh Viswanath
Ganesh Viswanath Natraj
Honours candidate, Bachelor of Economics & Bachelor of Engineering University of Western Australia

2011 Brian Gray scholarship recipients

Recipient Topic Course University
Preston, Nicholas
Nicholas Preston
Honours candidate, Bachelor of Actuarial Studies & Bachelor of Science (Finance) Australian National University

2010 Brian Gray scholarship recipients

Recipient Topic Course University
Parrish, Tahlia
Tahlia Parrish
Honours candidate, Bachelor of Commerce (Finance) & Bachelor of Laws and Legal Practice Flinders University
Rowell, David
David Rowell
PhD candidate, Economics Australian Centre for Economic Research on Health, University of Queensland

2009 Brian Gray scholarship recipients

These reports are accessible via the Australian Government web archive.

Recipient Topic Course University
Donald, M. Scott What contribution does trust law make to the regulatory scheme shaping superannuation in Australia? PhD candidate, Law University of New South Wales
Ngai, Andrew Static hedging effectiveness for longevity risk with longevity bonds and derivatives    
Nichols, Luke Multimodel inference for reserving    
Weltewitz, Florian A model of credit risk in interbank markets with interest rate spreads Honours candidate, Bachelor of Economics University of Queensland

2008 Brian Gray scholarship recipients

These reports are accessible via the Australian Government web archive.

Recipient Topic Course University
Jones, Callum Measuring West Australian house prices: Methods and implications   University of Western Australia
McDougall, Lyn An analysis of superannuation fund default options Honours candidate, Accountancy Queensland University of Technology

2007 Brian Gray scholarship recipients

These reports are accessible via the Australian Government web archive.

Recipient Topic Course University
Hallett, Aiden The impact of electronic message board takeover rumours on the US equity market    
Matic, Vinko The impact of a pandemic on life insurance Honours candidate, Actuarial Studies Australian National University
Pollard, Mathew Bayesian value-at-Risk and the Capital Charge Puzzle Honours candidate University of New South Wales
Simpson, Jaan A discrete time renewal risk model with general interclaim times and its application to modelling insurance risk Honours candidate, Actuarial Studies  

2006 Brian Gray scholarship recipients

These reports are accessible via the Australian Government web archive.

Recipient Topic Course University
Sorbello, Robert Analysis of equity release products Honours candidate, Actual Studies Australian National University
Stuart, Robyn Robust estimation of dynamic models with unmodelled errors: An instrumental variable approach    

2005 Brian Gray scholarship recipients

These reports are accessible via the Australian Government web archive.

Recipient Topic Course University
Antioch, Dan Summary of risk calibration for currency options: Development and application of a calibration methodology for value-at-risk and the Greeks Honours candidate University of Melbourne
Boyd, Tristan What determines early exercise of employee stock options? Honours candidate University of Western Australia
Clark, Joseph Summary of comparison and evaluation of Australian superannuation funds: A consumer's perspective   University of Queensland
Tao, Emily Summary of analysis of premium liabilities fo Australian lines of business Honours candidate University of Melbourne

2004 Brian Gray scholarship recipients

These reports are accessible via the Australian Government web archive.

Recipient Topic Course University
Killmier, Sam Summary of exploring unknown quantities: Development and application of a stochastic catastrophe model with output and sensitivities Honours candidate University of Melbourne
Ngo, Phong International financial regulation, regulatory risk and the cost of bank capital: A summary PhD candidate, Economics Australian National University
O'Neill, Michael Principal components modelling of mortality Honours candidate, Finance and Applied Statistics Australian National University
Reedman, Evan An examination of the overreaction anomaly: Implications for the allocation of investment capital   Queensland University of Technology

2003 Brian Gray scholarship recipients

The recipients for 2003 were:

  • Dudek, Tomasz - Honours candidate, Actuarial Studies,
  • Layton, Maximilian - Honours candidate, Economics,
  • Lazarevic, Nina - Honours candidate, Econometrics, and
  • Sutherland-Wong, Christian - Honours candidate, Actuarial Studies.