
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
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.
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
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.
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.
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.
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.
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.
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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