Dr Paul Geertsema
BAcc, BSc Comp Sci, CA (NZ), MCSD, MBA, MMgt (Econ), PhD Finance
Biography
Prior to his return to academia Paul worked at Barclays Capital as a derivatives trader in Hong Kong and as a sell-side research analyst in London. Before that he held positions at Credit Suisse, Citibank and Audit New Zealand.
Paul holds a Bachelor of Accounting degree from Stellenbosch University, a B.Sc. Computer Science degree from the University of Auckland, an MBA from London Business School, a Master of Management (Economics) from Massey University and a PhD in Finance from the University of Auckland. He is a member of Chartered Accountants Australia and New Zealand.
Research | Current
Paul's research interests include return predictability, asset pricing and the application of machine learning to problems in finance.
Teaching | Current
FINANCE 361: Modern Investment Theory and Management (2014 – current).
FINANCE 781: Financial Machine Learning (2019, post-graduate)
FINANCE 261: Introduction to Investments (2018)
FINANCE 383: Banking and Financial Institutions (2015).
FINANCE 701: Research Methods in Finance (2018, post-graduate)
FINANCE 762: Risk Management (2015 – 2017, post-graduate)
Postgraduate supervision
Currently supervising 4 PhD students and a number of honours and masters students.
Areas of expertise
Empirical Asset Pricing, Return Predictability, Machine Learning, Game Theory
Selected publications and creative works (Research Outputs)
- Geertsema, P., & Lu, H. (2020). The correlation structure of anomaly strategies. Journal of Banking and Finance, 11910.1016/j.jbankfin.2020.105934
Other University of Auckland co-authors: Helen Lu - Geertsema, P., & Lu, H. (2020). Where Is the Risk in Risk Factors? Evidence from the Vietnam War to the COVID-19 Pandemic. SSRN.10.2139/ssrn.3620691
Other University of Auckland co-authors: Helen Lu - Geertsema, P., & Lu, H. (2019). Regulated price and Demand in China's IPO market. JOURNAL OF ECONOMICS AND BUSINESS, 10610.1016/j.jeconbus.2019.105846
Other University of Auckland co-authors: Helen Lu - Geertsema, P. G., & Lu, H. (2019). Machine Valuation. SSRN10.2139/ssrn.3447683
URL: http://hdl.handle.net/2292/48761
Other University of Auckland co-authors: Helen Lu - Geertsema, P., & Lu, H. (2019). Revisiting the Price Effect in US Stocks. Finance Research Letters, 30, 139-144. 10.1016/j.frl.2019.03.017
URL: http://hdl.handle.net/2292/46880
Other University of Auckland co-authors: Helen Lu - Susnjak, T., Schumacher, C., Ali, A., Brook, A., Geertsema, P., Matthewson, J., ... Smith, J. (2019). Towards a global index of shared prosperity: a case study on New Zealand. Auckland, New Zealand: Knowledge Exchange Hub, Massey University.10.33217/KEH/SharedProsperity/001/05.2019
- Geertsema, P. G., Lont, D. H., & Lu, H. (2019). Real earnings management around CEO turnovers. Accounting and Finance, online first10.1111/acfi.12434
URL: http://hdl.handle.net/2292/45502
Other University of Auckland co-authors: Helen Lu - Geertsema, P., Lont, D. H., & Lu, H. (2018). The Impact of SOX on Earnings Management Activities around CEO Turnovers. SSRN10.2139/ssrn.3301800
Other University of Auckland co-authors: Helen Lu
Identifiers
Contact details
- +64 9 923 9431
- +64.9.923.9431
- p.geertsema@auckland.ac.nz
- pgee001@aucklanduni.ac.nz
Primary office location
OWEN G GLENN BUILDING - Bldg 260
Level 5, Room 575
12 GRAFTON RD
AUCKLAND 1010
New Zealand
Web links
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