Quantitative Finance and Risk Analysis (QFRA)
The 6th Symposium on Quantitative Finance and Risk Analysis (QFRA 2020) is aimed at specialised and synergetic developments in both theory and practice and will be held on 23, 24 and 25 June 2021 (postponed due to COVID-19, 22 to 24 June 2022 proposed as new dates) in Crete Island, Greece.
The objective of this symposium is to bring experts and decision makers from different disciplines but working on similar problems together to share information on current and emerging developments and to initiate advancements towards a solution to our challenges through cross-fertilisation.
This symposium and subsequent publications will help transition intellectual discussions into robust frameworks for handling emerging vulnerabilities and risks, and provide the leadership and initiative required to respond to national and international financial crises.
RiskLab at Data61/CSIRO is a multi-disciplinary research and development centre for developing the latest methodologies and technologies in actuarial sciences, econometrics, applied math and statistics as well as financial mathematics.
Stephen Brown joined the Monash Business School on 1 January 2016. Appointed on a 0.4 basis, he spends four months each year at the Monash Business School while transitioning to emeritus status as Professor of Finance at NYU Stern School of Business.
Before joining New York University in 1986 Stephen worked at Bell Telephone Laboratories during which he spent time on assignment as District Manager at the AT&T Pension Fund, as well as Yale University where he was Associate Professor of Finance. He is a member of CFA Society Melbourne and CFA Society New York.
He has published widely in a range of high quality journals and is the author of five books, two of which have been translated into Japanese. His research areas of interest include hedge funds, empirical finance, asset allocation and investment management.
As well as serving on a number of editorial boards, Professor Brown was a founding editor of the Review of Financial Studies and a Managing Editor of the Journal of Financial and Quantitative Analysis. Stephen is now Executive Editor of the Financial Analysts Journal published by CFA Institute. He has served as an expert witness for the US Department of Justice and has testified on his research before a Full Committee Hearing of the U.S. Congress House Financial Services Committee in March 2007. In 2010 he served as a member of the Research Evaluation Committee of the Excellence in Research Australia initiative on behalf of the Commonwealth Government of Australia.
Professor Brown received his Bachelor of Economics from Monash University and his Master of Business Administration and Doctor of Philosophy in finance from the University of Chicago.
Robert Faff is a Professor of Finance and formerly Director of Research at the UQ Business School. He has an international reputation in empirical finance research. Faff has secured 14 Australian Research Council grants, with total funding exceeding $4 million. In addition he has over 320 refereed journal publications, more than 13,000 career citations with and a h-index of 57.
His particular passion is nurturing the career trajectories of early career researchers. Robert has supervised over 40 PhD students to successful completion and examined 50 PhD dissertations.
Building on a 35-year academic career, his signature focus is “Pitching Research," achieved worldwide penetration with more than 14,000 SSRN downloads, inclusion at over 300 pitching talks/events at 37 Australian universities and spanning 52 different countries. In addition, Robert is Editor-in-Chief of Pacific-Basin Finance Journal; formerly: Editor of Accounting and Finance (2002-2011) and Associate Editor of several journals including Abacus and Australian Journal of Management.