“Smart defaults: determining the number of default funds in a pension scheme” (with David Blake, Mel Duffield, Alistair Haig, Dean Blower, Laura McPhee); British Accounting Review, July 2022.
Paper on "Networks and pension fund management" (with David Blake, Alberto Rossi, Allan Timmermann, Russ Wermers); Journal of Financial Economics, March 2018
Paper on “The value and risk of defined contribution pension schemes: international evidence”, (with Edmund Cannon), Journal of Risk and Insurance, March 2013.
Chapter on “Pension fund deficits and stock market efficiency” (with Weixi Liu) in Pension Fund Risk Management, Micocci, Gregoriou, & Masala (Chapman & Hall, 2010).
“Equity Performance of Segregated Pension Funds in the UK”, (with Alison Thomas) Journal of Asset Management, Vol. 1, no 4, April 2001, 321-343.
IMPACT:
Submitted an impact case for REF2021 on how my research with Mike Joyce and Zhuoshi Liu on identifying the portfolio balance channel had impacted on ECB monetary policies. This work was cited by Mario Draghi (President, ECB) at Watchers XVI Conference, March 2015, on identifying operation of QE portfolio balance channel. ECB's asset repurchase programme has affected 340 million people in Euro area.