Thuy Duong To is a Senior Lecturer in the School of Banking and Finance, UNSW Business School. She is the Director of the UNSW Master of Finance Program. Her main teaching are on capital markets, portfolio management and risk management (financial institution risk and credit risk). Her main research interest is asset pricing. At the moment she is doing research on international finance, fixed income markets, incomplete information, supply chain, and banking.
Period: 2010 – 2012
Project: The modelling and estimation of volatility in energy markets
Researchers: C. Chiarella; C. Nikitopoulos; T-D. To
Period: 2007 – 2009
Project: The modelling and assessment of credit default risk
Researchers: C. Chiarella, T-D. To
Industry partner: ABP Pension Fund
Period: 2005 - 2007
Project: The design and performance of an adaptive evolutionary algorithm for technical asset allocation management decisions
Subtitle: 'Development of Evolutionary Computation Processes to aid in Stock Selection Picking'
Researchers: Z. Michalewicz, M. Schmidt, T-D.To, R. Zurbruegg
UTS Vice Chancellor's List (Honour Roll) - PhD thesis
Current working papers:
Forthcoming at Review of Finance
Forthcoming at The Review of Asset Pricing Studies
Revise and Resubmit (R&R) at Management Science
AEA American Economic Association Meeting (2020, San Diego); AsFA Asian Finance Association Meeting (2019, Hochiminh City); FMA Asia Pacific Meeting (2019, Hochiminh City).
AFBC Australasia Finance and Banking Conference (2017, Sydney);
6. “Investment Financing Through Risk Sharing Supplier Relationships" (with S. Schraeder)
My Research Supervision
|Rojasavachai,Ravipa, PhD, "The impact of oil supply and demand shocks on stock market returns and the economy" (co-supervising)|