Associate Professor Geoff Warren

PhD, BComm (Hons)
Fund Convenor, ANU Student Managed Fund
College of Business& Economics
T: +61-411 241 091

Areas of expertise

  • Financial Economics 140207

Research interests

INVESTMENTS in general, with specific expertise in the following: 

  • Portfolio construction, including asset allocation
  • Evaluation of investments - asset classes and strategies; valuation
  • Long-term investing
  • Funds management - performance evaluation, capacity, active vs passive
  • Superannuation - default products; internal management; governance 
  • Taxation - imputation, managed funds



Associate Professor Geoff Warren is Fund Convenor of the ANU Student Managed Fund. He is also an active researcher who focuses on investment-related areas with an applied emphasis, including: funds management, superannuation, portfolio construction, long-term investing, and the evaluation and taxation of investments. Prior to pursuing an academic career, Geoff spent over 20 years in investment markets, including as the Director of Capital Markets Research at Russell Investments; as an analyst, Chief Strategist and Head of Research with investment bank Ord Minnett / JP Morgan Australia; and as an equity portfolio manager at AMP Capital. He also currently sits on the Salvation Army Investment Advisory Board, the Brandes Institute Asia-Pacific Advisory Board, and the Atlas Infrastructure Macro Advisory Board. Geoff has a PhD from the AGSM, and a BComm (Hons) with the University Medal from UNSW. 


Researcher's projects

Fund Management

  • Fund capacity
  • Hedge fund performance evaluation using 'peer' cohorts
  • Global equity fund performance evaluation, incorporating equity and currency factors
  • Alpha profiles and determinants
  • Return dispersion and alpha generation


  • Retirement product design using utility functions
  • Drivers of retirement outcomes, incuding housing, household status, contribution rate 
  • Right level for superannaution guarantee


  • Using utility functions in forming portfolios
  • Investment horizon and risk drivers
  • Impact of stockbroker networks on stock liquidity


Projects and Grants

Grants information is drawn from ARIES. To add or update Projects or Grants information please contact your College Research Office.

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Updated:  02 July 2020 / Responsible Officer:  Director (Research Services Division) / Page Contact:  Researchers