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Professor Rumi Masih
Professor

Rumi Masih

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Overview

Background

Rumi Masih’s experience in the financial industry extends almost 30 years. He is an Industry Professor of Finance at the University of Queensland Business School in Australia and also serves as Chief Investment Officer and a Partner at Leinster Capital, London, U.K., and a Partner and Director of Infrastructure Financing at Infrencia SL in Barcelona, Spain. He was most recently head of the private equity fund business incorporating infrastructure and renewable power funds across Asia for ARCH Emerging Market Partners, U.K. Prior to this, he was Senior Investment Advisor in the investment department at the Saudi Arabian Monetary Authority (SAMA). He has held senior executive management and strategy positions at the Bank of New York Mellon, JP Morgan Asset Management, and over a decade at Goldman Sachs. As part of his industry achievements, Rumi was part of the team that was ranked first in emerging markets currency strategy by the Institutional Investor in 1998, 1999, and 2000 and was ranked second in the Extel Broker Survey by European equity clients in 2004. Rumi was most recently awarded the 2023 Outstanding Industry Leadership Award at More Conferences, Las Vegas, USA.

Prior to joining Goldman Sachs in 1997, Rumi worked in several government research departments in Australia for over a decade. He holds a Bachelor of Economics degree from the Australian National University, an M.Phil. in economics /econometrics, and a Ph.D. in Financial Econometrics from the University of Cambridge, UK. He has published widely with over 90 papers in peer-reviewed journals predominantly in areas of macroeconomics and empirical finance. In 1998, Rumi was admitted as a fellow to the Financial Management Association, and the Royal Statistical Society. He has been the recipient of several ‘best paper’ prizes at internationally reputed annual finance conferences sponsored by the Chicago Stock Exchange, Financial Management Association, and the South Western Finance Association, respectively.

His research interests span a broad area across industry and investment policy, including portfolio and investment management, asset allocation, risk management, and empirical finance. A specific focus of his work has addressed how causal factors impact decision-making in investment management and asset price fluctuations that impact global capital market changes.

Availability

Professor Rumi Masih is:
Available for supervision

Qualifications

  • Bachelor, Australian National University
  • Masters (Coursework), University of Cambridge
  • Doctor of Philosophy, University of Cambridge

Research interests

  • Empirical finance; financial econometrics; econometrics; investment management; portfolio management; investment banking

    Methods and techniques in applied finance and investment management with focus on developing solutions to address key issues in capital markets; asset allocation and capital formulation and attribution.

Works

Search Professor Rumi Masih’s works on UQ eSpace

67 works between 1993 and 2018

21 - 40 of 67 works

2002

Journal Article

Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period

Masih, A.Mansur M. and Masih, Rumi (2002). Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period. Global Finance Journal, 13 (1), 63-91. doi: 10.1016/s1044-0283(02)00039-x

Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period

2001

Journal Article

Long and short term dynamic causal transmission amongst international stock markets

Masih, R. and Masih, A. M. (2001). Long and short term dynamic causal transmission amongst international stock markets. Journal of International Money and Finance, 20 (4), 563-587. doi: 10.1016/s0261-5606(01)00012-2

Long and short term dynamic causal transmission amongst international stock markets

2001

Journal Article

Dynamic modeling of stock market interdependencies: an empirical investigation of Australia and the Asian NICs

Masih, Abul M. M. and Masih, Rumi (2001). Dynamic modeling of stock market interdependencies: an empirical investigation of Australia and the Asian NICs. Review of Pacific Basin Financial Markets and Policies, 04 (02), 235-264. doi: 10.1142/s0219091501000401

Dynamic modeling of stock market interdependencies: an empirical investigation of Australia and the Asian NICs

2000

Journal Article

The dynamics of fertility, family planning and female education in a developing economy

Masih, A. M. M. and Masih, R. (2000). The dynamics of fertility, family planning and female education in a developing economy. Applied Economics, 32 (12), 1617-1627. doi: 10.1080/000368400419005

The dynamics of fertility, family planning and female education in a developing economy

2000

Journal Article

A reassessment of long-run elasticities of Japanese import demand

Masih, Rumi and Masih, Abul M.M. (2000). A reassessment of long-run elasticities of Japanese import demand. Journal of Policy Modeling, 22 (5), 625-639. doi: 10.1016/s0161-8938(98)00014-3

A reassessment of long-run elasticities of Japanese import demand

2000

Journal Article

Mexico: trade and the convergence trade

Feler, Alain, Masih, Rumi and Viejo, Jesus (2000). Mexico: trade and the convergence trade. Current Issues (Feb), 18-22.

Mexico: trade and the convergence trade

2000

Journal Article

East Asia’s financial crisis: lessons for South Asia

Masih, Abul and Masih, Rumi (2000). East Asia’s financial crisis: lessons for South Asia. International Journal of Business Studies, 8 (1), 71-86.

East Asia’s financial crisis: lessons for South Asia

1999

Journal Article

Is a significant socio-economic structural change a pre-requisite for 'initial' fertility decline in the LDCs? Evidence from Thailand based on a multivariate cointegration/vector error correction modelling approach

Masih, Abul M. M. and Masih, Rumi (1999). Is a significant socio-economic structural change a pre-requisite for 'initial' fertility decline in the LDCs? Evidence from Thailand based on a multivariate cointegration/vector error correction modelling approach. Journal of Population Economics, 12 (3), 463-487. doi: 10.1007/s001480050109

Is a significant socio-economic structural change a pre-requisite for 'initial' fertility decline in the LDCs? Evidence from Thailand based on a multivariate cointegration/vector error correction modelling approach

1999

Journal Article

An empirical analysis of the demand for commercial television advertising

Masih, Rumi (1999). An empirical analysis of the demand for commercial television advertising. Applied Economics, 31 (2), 149-163. doi: 10.1080/000368499324381

An empirical analysis of the demand for commercial television advertising

1999

Journal Article

Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets

Masih, Abul M.M. and Masih, Rumi (1999). Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets. Pacific Basin Finance Journal, 7 (3-4), 251-282. doi: 10.1016/s0927-538x(99)00013-x

Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets

1999

Journal Article

The shock persistence hypothesis: an alternative perspective

Masih, Rumi (1999). The shock persistence hypothesis: an alternative perspective. Scandinavian Journal of Development Alternatives, 18 (2).

The shock persistence hypothesis: an alternative perspective

1999

Journal Article

Dynamic price relationships between small and large stocks

Hodgson, Allan, Masih, Abul M. and Masih, Rumi (1999). Dynamic price relationships between small and large stocks. Accounting Research Journal, 12 (2), 151-162.

Dynamic price relationships between small and large stocks

1998

Journal Article

Does money cause prices, or the other way around? : Multi‐country econometric evidence including error‐correction modelling from South‐east Asia

Masih, Abul M.M. and Masih, Rumi (1998). Does money cause prices, or the other way around? : Multi‐country econometric evidence including error‐correction modelling from South‐east Asia. Journal of Economic Studies, 25 (3), 138-160. doi: 10.1108/01443589810215315

Does money cause prices, or the other way around? : Multi‐country econometric evidence including error‐correction modelling from South‐east Asia

1998

Journal Article

Money-output causality in a dynamic multivariate context: an application of macroeconometric time series modelling

Masih, Rumi and Masih, Abul M. (1998). Money-output causality in a dynamic multivariate context: an application of macroeconometric time series modelling. Rivista Internazionale di Scienze Economiche e Commerciali, 45, 185-208.

Money-output causality in a dynamic multivariate context: an application of macroeconometric time series modelling

1998

Journal Article

A fractional cointegration analysis of the long-run relationship between black and official foreign exchange rates: the case of the Brazilian cruzeiro

Masih, Abul M.M. and Masih, Rumi (1998). A fractional cointegration analysis of the long-run relationship between black and official foreign exchange rates: the case of the Brazilian cruzeiro. Applied Economics, 30 (7), 853-861. doi: 10.1080/000368498325282

A fractional cointegration analysis of the long-run relationship between black and official foreign exchange rates: the case of the Brazilian cruzeiro

1998

Journal Article

Tests of the Long-Run Neutrality of Money in Alternative Macroeconometric Models

Masih, Rumi (1998). Tests of the Long-Run Neutrality of Money in Alternative Macroeconometric Models. Asian Economic Review, 40 (1), 40-53.

Tests of the Long-Run Neutrality of Money in Alternative Macroeconometric Models

1998

Journal Article

Cointegration, fractional cointegration, and black/official exchange rate dynamics

Masih, Abul M. and Masih, Rumi (1998). Cointegration, fractional cointegration, and black/official exchange rate dynamics. Applied Economics, 30, 853-861.

Cointegration, fractional cointegration, and black/official exchange rate dynamics

1998

Journal Article

The impact of job search methods on job search duration

Masih, Rumi (1998). The impact of job search methods on job search duration. Rivista Internazionale di Scienze Economiche e Commerciali, 45 (2), 219-244.

The impact of job search methods on job search duration

1998

Journal Article

A fractional cointegration approach to testing mean reversion between spot and forward exchange rates: a case of high frequency data with low frequency dynamics

Masih, Abul M.M. and Masih, Rumi (1998). A fractional cointegration approach to testing mean reversion between spot and forward exchange rates: a case of high frequency data with low frequency dynamics. Journal of Business Finance and Accounting, 25 (7-8), 987-1003. doi: 10.1111/1468-5957.00222

A fractional cointegration approach to testing mean reversion between spot and forward exchange rates: a case of high frequency data with low frequency dynamics

1998

Journal Article

Exchange rate risk formation in an import demand model: empirical evidence from Korea

Masih, Rumi (1998). Exchange rate risk formation in an import demand model: empirical evidence from Korea. Economia Internazionale, 51 (2), 239-258.

Exchange rate risk formation in an import demand model: empirical evidence from Korea

Supervision

Availability

Professor Rumi Masih is:
Available for supervision

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Available projects

  • Econometric Applications in the Testing of Causation Using Non-Linear, Neural Network Methods

Supervision history

Current supervision

Media

Enquiries

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