معرفی
Dr Jonathan Reeves is a Senior Lecturer in the School of Banking and Finance at UNSW Business School, specializing in financial econometrics and forecasting in financial markets. His expertise spans across beta forecasting, volatility modeling, portfolio management, and risk assessment in various market conditions.
Education:
- PhD in Economics, Queen's University, Canada
- MPhil in Mathematics, University of Auckland, New Zealand
- BCom, University of Auckland, New Zealand
Dr Reeves' research focuses on advanced financial modeling techniques with particular emphasis on beta forecasting across different time horizons and frequencies. His work explores how market risk can be measured and managed through sophisticated econometric approaches. He has made significant contributions to understanding volatility dynamics, portfolio optimization under constraints, and the impact of major market events like the TARP announcement and the COVID-19 pandemic on financial markets. His research bridges theoretical financial economics with practical applications for institutional investors.
Dr Reeves' publication record demonstrates a consistent focus on financial market forecasting, with particular attention to beta dynamics, volatility modeling, and portfolio management strategies. His recent work has addressed contemporary challenges including cryptocurrency markets, pandemic-era portfolio management, and high-frequency data analysis. His publications appear in leading journals such as the International Journal of Forecasting, Journal of Financial Econometrics, and Insurance: Mathematics and Economics.
Dr Reeves maintains strong connections with the financial industry through consulting work for financial services companies in Australia and overseas. He regularly contributes to public discourse through op-eds in the Australian Financial Review and media appearances on ABC and Bloomberg News.
Teaching:
- FINS5513 Investments and Portfolio Selection
- FINS5542 Applied Funds Management
