Egon Kalotay
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Formal Name: Egon Kalotay Personal Title : Dr Position: Senior Lecturer in Finance Organisational Unit: Department of Accounting and Finance Qualifications: BEc(Hons) Macquarie, PhD AGSM Telephone: (+61-2) 9850-8490 Fax: (+61-2) 9850-8497 Email: ekalotay@efs.mq.edu.au Location: E4A 513 |
Research Interests
Empirical work in:
- asset pricing
- derivatives
- credit risk management
Current Teaching
- ACCG329
- ACCG253
- ACCG807
Research Supervision
- Honours and PhD
Publications
- Benson, K., Gray, P., Kalotay E., and Qui, J. 2008. ‘Portfolio construction and performance measurement when returns are non-normal’, Australian Journal of Management, Volume 32, no. 3, pp 445-462
- Kalotay, E. 2007. A Discussion of Hensher and Jones ‘Forecasting Corporate Bankruptcy: Optimising the Performance of the Mixed Logit Model’, Abacus, Volume 43, No. 3, pp. 265-270.
- Kalotay E., Gray P., and Sin S. 2007. ‘Consumer Expectations and Short Horizon Return Predictability’, Journal of Banking & Finance. Volume 31, no. 10, pp 3102-3124.
- Gray, P., Edwards, S. and Kalotay E. 2007.’Canonical Valuation of Index Options’, Journal of Futures Markets, Volume 27, no. 8, pp. 771-790.
- Gray, P., Kalotay, E., and McIvor, J., 1998, ‘Testing the Multivariate Normality of Australian Stock Returns’, Australian Journal of Management, Volume 32, no. 3, pp 445-462