
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
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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
1997
Journal Article
Bivariate and multivariate tests of money-price causality: robust evidence from a small developing country
Masih, Abul M. M. and Masih, Rumi (1997). Bivariate and multivariate tests of money-price causality: robust evidence from a small developing country. Journal of International Development, 9 (6), 803-825. doi: 10.1002/(sici)1099-1328(199709)9:63.0.co;2-h
1997
Journal Article
Can family-planning programs “cause” a significant fertility decline in countries characterized by very low levels of socioeconomic development? New evidence from Bangladesh based on dynamic multivariate and cointegrated time-series techniques, 1965–1991
Masih, Abul M.M. and Masih, Rumi (1997). Can family-planning programs “cause” a significant fertility decline in countries characterized by very low levels of socioeconomic development? New evidence from Bangladesh based on dynamic multivariate and cointegrated time-series techniques, 1965–1991. Journal of Policy Modeling, 19 (4), 441-468. doi: 10.1016/s0161-8938(96)00064-6
1997
Journal Article
On the temporal causal relationship between energy consumption, real income, and prices: some new evidence from Asian-energy dependent NICs Based on a multivariate cointegration/vector error-correction approach
Masih, Abul M.M. and Masih, Rumi (1997). On the temporal causal relationship between energy consumption, real income, and prices: some new evidence from Asian-energy dependent NICs Based on a multivariate cointegration/vector error-correction approach. Journal of Policy Modeling, 19 (4), 417-440. doi: 10.1016/s0161-8938(96)00063-4
1997
Journal Article
New evidence from an alternative methodological approach to the defence spending‐economic growth causality issue in the case of mainland China
Masih, Abdul M.M., Masih, Rumi and Hasan, Mohammad S. (1997). New evidence from an alternative methodological approach to the defence spending‐economic growth causality issue in the case of mainland China. Journal of Economic Studies, 24 (3), 123-140. doi: 10.1108/01443589710167347
1997
Journal Article
Dynamic linkages and the propagation mechanism driving major international stock markets: an analysis of the pre- and post-crash eras
Masih, Abul M. M. and Masih, Rumi (1997). Dynamic linkages and the propagation mechanism driving major international stock markets: an analysis of the pre- and post-crash eras. The Quarterly Review of Economics and Finance, 37 (4), 859-885. doi: 10.1016/s1062-9769(97)90008-9
1997
Journal Article
A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages
Masih, Abul M. M. and Masih, Rumi (1997). A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages. Applied Financial Economics, 7 (1), 59-74. doi: 10.1080/096031097333853
1996
Journal Article
Empirical tests to discern the dynamic causal chain in macroeconomic activity: new evidence from Thailand and Malaysia based on a multivariate cointegration/vector error-correction modeling approach
Masih, Abul M. M. and Masih, Rumi (1996). Empirical tests to discern the dynamic causal chain in macroeconomic activity: new evidence from Thailand and Malaysia based on a multivariate cointegration/vector error-correction modeling approach. Journal of Policy Modeling, 18 (5), 531-560. doi: 10.1016/0161-8938(95)00133-6
1996
Journal Article
Stock-Watson dynamic OLS (DOLS) and error-correction modelling approaches to estimating long- and short-run elasticities in a demand function: New evidence and methodological implications from an application to the demand for coal in mainland China
Masih, R. and Masih, A.M.M. (1996). Stock-Watson dynamic OLS (DOLS) and error-correction modelling approaches to estimating long- and short-run elasticities in a demand function: New evidence and methodological implications from an application to the demand for coal in mainland China. Energy Economics, 18 (4), 315-334. doi: 10.1016/s0140-9883(96)00016-3
1996
Journal Article
Temporal causality and the dynamics of different categories of crime and their socioeconomic determinants: evidence from Australia
Masih, Abul M. M. and Masih, Rumi (1996). Temporal causality and the dynamics of different categories of crime and their socioeconomic determinants: evidence from Australia. Applied Economics, 28 (9), 1093-1104. doi: 10.1080/000368496327949
1996
Journal Article
Macroeconomic activity dynamics and Granger causality: new evidence from a small developing economy based on a vector error-correction modelling analysis
Masih, Rumi and Masih, Abul M. M. (1996). Macroeconomic activity dynamics and Granger causality: new evidence from a small developing economy based on a vector error-correction modelling analysis. Economic Modelling, 13 (3), 407-426. doi: 10.1016/0264-9993(96)01013-9
1996
Journal Article
Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques
Masih, A. M. M. and Masih, R. (1996). Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques. Energy Economics, 18 (3), 165-183. doi: 10.1016/0140-9883(96)00009-6
1996
Journal Article
On the measurement of development: some alternative perspectives
Masih, Rumi (1996). On the measurement of development: some alternative perspectives. Asian Economic Review, 38 (2), 308-311.
1996
Journal Article
Analysing unemployment, vacancies and the role of long-term unemployment in the Beveridge curve using a cointegration/vector error-correction modelling approach
Masih, Rumi (1996). Analysing unemployment, vacancies and the role of long-term unemployment in the Beveridge curve using a cointegration/vector error-correction modelling approach. Rivista Internazionale di Scienze Economiche e Commerciali, 43 (1), 63-80.
1996
Journal Article
Modelling the dynamics of macroeconomic activity: new evidence from a developing economy
Masih, Abul M. and Masih, Rumi (1996). Modelling the dynamics of macroeconomic activity: new evidence from a developing economy. Journal of Quantitative Economics, 12 (2), 85-105.
1996
Journal Article
Common stochastic trends, multivariate market efficiency and the temporal causal dynamics in a system of daily spot exchange rates
Masih, Abul M. M. and Masih, Rumi (1996). Common stochastic trends, multivariate market efficiency and the temporal causal dynamics in a system of daily spot exchange rates. Applied Financial Economics, 6 (6), 495-504. doi: 10.1080/096031096333944
1995
Journal Article
A fractional cointegration approach to empirical tests of PPP: New evidence and methodological implications from an application to the Taiwan/US dollar relationship
Masih, Rumi and Masih, Abul M. M. (1995). A fractional cointegration approach to empirical tests of PPP: New evidence and methodological implications from an application to the Taiwan/US dollar relationship. Weltwirtschaftliches Archiv - Review of World Economics, 131 (4), 673-694. doi: 10.1007/bf02707935
1995
Journal Article
Modelling the dynamic interactions among crime, deterrence and socio-economic variables: evidence from a vector error-correction model
Masih, Rumi (1995). Modelling the dynamic interactions among crime, deterrence and socio-economic variables: evidence from a vector error-correction model. Mathematics and Computers in Simulation, 39 (3-4), 411-416. doi: 10.1016/0378-4754(94)00092-3
1995
Journal Article
Temporal causality and the dynamic interactions among macroeconomic activity within a multivariate cointegrated system: evidence from Singapore and Korea
Masih, Abul M. M. and Masih, Rumi (1995). Temporal causality and the dynamic interactions among macroeconomic activity within a multivariate cointegrated system: evidence from Singapore and Korea. Weltwirtschaftliches Archiv, 131 (2), 265-285. doi: 10.1007/bf02707435
1995
Journal Article
Investigating the robustness of tests of the market efficiency hypothesis: contributions from cointegration techniques on the Canadian floating dollar
Masih, Abul M. M. and Masih, Rumi (1995). Investigating the robustness of tests of the market efficiency hypothesis: contributions from cointegration techniques on the Canadian floating dollar. Applied Financial Economics, 5 (3), 139-150. doi: 10.1080/758523001
1995
Journal Article
Does only unanticipated monetary growth matter? An econometric investigation of ten Asian countries
Masih, Rumi (1995). Does only unanticipated monetary growth matter? An econometric investigation of ten Asian countries. Economia Internazionale, 48 (4), 537-549.
Supervision
Availability
- Professor Rumi Masih is:
- Available for supervision
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Available projects
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Econometric Applications in the Testing of Causation Using Non-Linear, Neural Network Methods
Supervision history
Current supervision
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Doctor Philosophy
Essays on Private Equity
Principal Advisor
Other advisors: Associate Professor Kelvin Tan, Dr Ronghong Huang
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Doctor Philosophy
IPO Pricing Mechanism of China's Entrepreneurial Boards: Efficiency and Improvement
Associate Advisor
Other advisors: Dr Lin Mi
Media
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