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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

61 - 67 of 67 works

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.

Does only unanticipated monetary growth matter? An econometric investigation of ten Asian countries

1995

Conference Publication

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. 2nd International Conference on Financial Econometrics, Queenstown, New Zealand, 12-15 December 1993. Heidelberg, Germany: Springer. doi: 10.1007/bf02707435

Temporal causality and the dynamic interactions among macroeconomic activity within a multivariate cointegrated system: evidence from Singapore and Korea

1994

Journal Article

The dynamics of macroeconomic activity and granger temporal causality: New evidence from Bangladesh based on dynamic multivariate and cointegrated time series techniques

Masih, Abul M. and Masih, Rumi (1994). The dynamics of macroeconomic activity and granger temporal causality: New evidence from Bangladesh based on dynamic multivariate and cointegrated time series techniques. Bangladesh Development Studies, 22 (1), 63-88.

The dynamics of macroeconomic activity and granger temporal causality: New evidence from Bangladesh based on dynamic multivariate and cointegrated time series techniques

1994

Journal Article

Using cointegration in finance and accounting studies: an application of high frequency Thai and Malaysian daily stock prices

Masih, Abul M. and Masih, Rumi (1994). Using cointegration in finance and accounting studies: an application of high frequency Thai and Malaysian daily stock prices. Pacific Accounting Review, 6 (1), 94-113.

Using cointegration in finance and accounting studies: an application of high frequency Thai and Malaysian daily stock prices

1994

Journal Article

Temporal causality between money and prices and the error-correction approach in LDCs: New evidence from India

Masih, Abul M. and Masih, Rumi (1994). Temporal causality between money and prices and the error-correction approach in LDCs: New evidence from India. Indian Economic Review, 29 (1), 33-55.

Temporal causality between money and prices and the error-correction approach in LDCs: New evidence from India

1994

Journal Article

On the robustness of cointegration tests of the market efficiency hypothesis: evidence from six European foreign exchange markets

Masih, Abul M. and Masih, Rumi (1994). On the robustness of cointegration tests of the market efficiency hypothesis: evidence from six European foreign exchange markets. Economia Internazionale, 47 (2-3), 160-180.

On the robustness of cointegration tests of the market efficiency hypothesis: evidence from six European foreign exchange markets

1993

Book Chapter

Modelling the dynamic interactions among crime, deterrence and socio-economic variables: evidence from a vector error-correction model

Masih, Rumi (1993). Modelling the dynamic interactions among crime, deterrence and socio-economic variables: evidence from a vector error-correction model. International Congress on Modelling and Simulation Proceedings. (pp. 1527-1532) edited by Michael McAleer and Anthony Jakeman. Canberra, ACT Australia: Modelling and Simulation Society of Australia.

Modelling the dynamic interactions among crime, deterrence and socio-economic variables: evidence from a vector error-correction model

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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