Dr Russ Moro
Lecturer in Economics and Finance
- Accountancy and Finance
- Economics and Finance
- College of Business, Arts and Social Sciences
Research area(s)
- Credit risk and company credit rating
- Behavioural finance and neuroeconomics
- Innovation and company performance
- Non- and semi-parametric methods
Research Interests
My research focuses on the following areas: Company rating, risk evaluation, bankruptcy analysis, robust event forecasting; Decision making under bounded rationality, behavioural finance, estimation of preferences and risk perception, neuroeconomics; The propagation of shocks, macroeconomic analysis in frequency domain; Non-parametric and semi-parametric statistical techniques esp. support vector machines, ensemble methods, boosting.Research grants and projects
Project details
Completed:
Risk Management Institute of the National University of Singapore Corporate distress analysis for the companies of the Asian and Pacific RegionPI, 2010