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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 pdf files below. You might find that topics may differ slightly from the final report titles.

2023 Brian Gray scholarship recipients

RecipientTopicCourseUniversity
Cetin, Anna-SophiaHonours candidate, Bachelor of EconomicsUniversity of Sydney

Creer, Rhys

Honours candidate, Bachelor of EconomicsUniversity of Sydney

Plunkett, Felix

Honours candidate, Bachelor of Commerce (Economics and Finance)University of Melbourne

2022 Brian Gray scholarship recipients

RecipientTopicCourseUniversity
Mendes, SofiaHonours candidate, Bachelor of Advanced StudiesUniversity of Sydney
Sharma, AvishHonours candidate, Bachelor of EconomicsUniversity of Sydney

2021 Brian Gray scholarship recipients

RecipientTopicCourseUniversity
Soedjito, AudreyPhD candidateBrandeis University
Wong, JeffreyPhD candidateDeakin University

2020 Brian Gray scholarship recipients

RecipientTopicCourseUniversity
Chan, JunePhD candidateUniversity of New South Wales
Knott, AlexanderHonours candidate, Bachelor of CommerceUniversity of Western Australia

2019 Brian Gray scholarship recipients

RecipientTopicCourseUniversity
Zhou, LukeHonours candidate, Bachelor of Actuarial StudiesUniversity of New South Wales
He, RaymondHonours candidate, Bachelor of CommerceUniversity of Melbourne

2018 Brian Gray scholarship recipients

RecipientTopicCourseUniversity
Harvey, MitchellHonours candidate, Bachelor of EconomicsMonash University
Krahe, KevinHonours candidate, Bachelor of Actuarial Studies & Bachelor of EconomicsUniversity of New South Wales

2017 Brian Gray scholarship recipients

RecipientTopicCourseUniversity
Balnozan, IgorHonours candidate, Bachelor of Actuarial StudiesUniversity of New South Wales
Bui, ChristinaPhD candidate, Doctor of PhilosophyUniversity of Technology, Sydney
de Silva, KieferHonours candidate, Bachelor of Commerce & Bachelor of LawsMonash University
Morris, MatthewHonours candidate, Bachelor of BusinessUniversity of Technology, Sydney

2016 Brian Gray scholarship recipients

RecipientTopicCourseUniversity
Lalovic, OgnjenHonours candidate, Bachelor of CommerceUniversity of Western Australia
Parotte, NicoleHonours candidate, Bachelor of Science (Actuarial)Curtin University of Technology
Perks, ChristopherPhD candidate, EconomicsAustralian National University
Wanzare, NityaHonours candidate, Bachelor of Mathematics and Finance (Honours in Finance)University of Technology, Sydney

2015 Brian Gray scholarship recipients

RecipientTopicCourseUniversity
Araujo, GabrielaHonours candidate, Bachelor of Commerce (Finance) & Bachelor of EconomicsUniversity of Queensland
Peng, Natalie XiaowenPhD candidate, AccountingUniversity of Queensland
Xian, Alan LiangHonours candidate, Bachelor of Commerce in Actuarial Studies & Bachelor of ScienceUniversity of New South Wales

2014 Brian Gray scholarship recipients

RecipientTopicCourseUniversity
Brown, AlexandraHonours candidate, Bachelor of Commerce (Finance) & Bachelor of BusinessFlinders University
Diinis, EmmanuelHonours candidate, Bachelor of Economics in Commerce & Bachelor of LawsUniversity of Western Sydney
Li, Ruizhu (Yolanda)Honours candidate, Bachelor of CommerceUniversity of New South Wales

2013 Brian Gray scholarship recipients

RecipientTopicCourseUniversity
Jutasompakorn, PearpilaiPhD candidate, FinanceMonash University
Ljubic, MelissaHonours candidate, Bachelor of Commerce in EconomicsUniversity of Wollongong
Nisbet, EliseHonours candidate, Bachelor of Commerce (Finance) & Bachelor of Laws and Legal PracticeFlinders University
Qu, Jason ZhiweiHonours candidate, Bachelor of Economics and Bachelor of Commerce (Economics)University of New South Wales

2012 Brian Gray scholarship recipients

RecipientTopicCourseUniversity
Bui, YenPhD candidate, FinanceFlinders University
Liu, Chung-YuHonours candidate, Bachelor of Commerce (Actuarial Studies)University of New South Wales
Natraj, Ganesh ViswanathHonours candidate, Bachelor of Economics & Bachelor of EngineeringUniversity of Western Australia

2011 Brian Gray scholarship recipients

RecipientTopicCourseUniversity
Preston, NicholasHonours candidate, Bachelor of Actuarial Studies & Bachelor of Science (Finance)Australian National University

2010 Brian Gray scholarship recipients

RecipientTopicCourseUniversity
Parrish, TahliaHonours candidate, Bachelor of Commerce (Finance) & Bachelor of Laws and Legal PracticeFlinders University
Rowell, DavidPhD candidate, EconomicsAustralian Centre for Economic Research on Health, University of Queensland

2009 Brian Gray scholarship recipients

These reports are accessible via the Australian Government web archive.

RecipientTopicCourseUniversity
Donald, M. ScottWhat contribution does trust law make to the regulatory scheme shaping superannuation in Australia?PhD candidate, LawUniversity of New South Wales
Ngai, AndrewStatic hedging effectiveness for longevity risk with longevity bonds and derivatives  
Nichols, LukeMultimodel inference for reserving  
Weltewitz, FlorianA model of credit risk in interbank markets with interest rate spreadsHonours candidate, Bachelor of EconomicsUniversity of Queensland

2008 Brian Gray scholarship recipients

These reports are accessible via the Australian Government web archive.

RecipientTopicCourseUniversity
Jones, CallumMeasuring West Australian house prices: Methods and implications University of Western Australia
McDougall, LynAn analysis of superannuation fund default optionsHonours candidate, AccountancyQueensland University of Technology

2007 Brian Gray scholarship recipients

These reports are accessible via the Australian Government web archive.

RecipientTopicCourseUniversity
Hallett, AidenThe impact of electronic message board takeover rumours on the US equity market  
Matic, VinkoThe impact of a pandemic on life insuranceHonours candidate, Actuarial StudiesAustralian National University
Pollard, MathewBayesian value-at-Risk and the Capital Charge PuzzleHonours candidateUniversity of New South Wales
Simpson, JaanA discrete time renewal risk model with general interclaim times and its application to modelling insurance riskHonours candidate, Actuarial Studies 

2006 Brian Gray scholarship recipients

These reports are accessible via the Australian Government web archive.

RecipientTopicCourseUniversity
Sorbello, RobertAnalysis of equity release productsHonours candidate, Actual StudiesAustralian National University
Stuart, RobynRobust 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.

RecipientTopicCourseUniversity
Antioch, DanSummary of risk calibration for currency options: Development and application of a calibration methodology for value-at-risk and the GreeksHonours candidateUniversity of Melbourne
Boyd, TristanWhat determines early exercise of employee stock options?Honours candidateUniversity of Western Australia
Clark, JosephSummary of comparison and evaluation of Australian superannuation funds: A consumer's perspective University of Queensland
Tao, EmilySummary of analysis of premium liabilities fo Australian lines of businessHonours candidateUniversity of Melbourne

2004 Brian Gray scholarship recipients

These reports are accessible via the Australian Government web archive.

RecipientTopicCourseUniversity
Killmier, SamSummary of exploring unknown quantities: Development and application of a stochastic catastrophe model with output and sensitivitiesHonours candidateUniversity of Melbourne
Ngo, PhongInternational financial regulation, regulatory risk and the cost of bank capital: A summaryPhD candidate, EconomicsAustralian National University
O'Neill, MichaelPrincipal components modelling of mortalityHonours candidate, Finance and Applied StatisticsAustralian National University
Reedman, EvanAn 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.