Quantitative Finance and Risk Analysis Symposium (QFRA 2025)
The eighth Symposium on Quantitative Finance and Risk Analysis (QFRA 2025) will focus on specialised and synergetic developments in both theory and practice.
It will bring together experts and decision makers from diverse disciplines who are working on similar problems, to share information on current and emerging developments, and work on solutions 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.
The Economic Modelling journal is pleased to present a special issue for QFRA 2025 participants, featuring research that uses modern quantitative methods and practical insights to address today’s financial challenges. More details will be shared at the QFRA 2025 symposium.
Speakers
Professor Sushanta Mallick, Professor of International Finance, Queen Mary University of London
Sushanta Mallick is a Professor of International Finance at the School of Business and Management, Queen Mary University of London, UK. He has recently been appointed as Managing Editor of ‘Oxford Economic Papers’ – a prestigious journal with an 86-year legacy.
This new editorial role succeeds his decade-long tenure as Co-editor-in-Chief of Economic Modelling, which concluded in December 2024. He also serves as co-editor-in-Chief of ‘Journal of Economic Surveys’ (a 35-year-old Wiley journal) and co-editor of ‘Economic Analysis and Policy’ (the journal of the Economic Society of Australia, established 54 years ago).
Prof Mallick holds a PhD in economics from the University of Warwick, UK, and has published over 100 peer-reviewed articles in leading academic journals. His research focuses on international economics, banking & finance, and innovation & development. According to the IDEAS/RePEc rankings, he is among the top 5% of economists globally. He has over 7000 google scholar citations with a h-index of 49.
His work has been featured in numerous high-impact journals such as: British Journal of Management, Research Policy, Economic Theory, European Journal of Operational Research, Journal of Corporate Finance, Journal of Economic Behavior & Organization, Industrial Relations, British Journal of Industrial Relations, Journal of Banking & Finance, Oxford Bulletin of Economics & Statistics, IMF Economic Review, Cambridge Journal of Economics, Journal of International Money and Finance, World Development, and many others.
A comprehensive list of his published research can be found here: http://skmallick.busman.qmul.ac.uk.
Professor Andreas Milidonis, Professor of Finance, University of Cyprus
Prof Milidonis’ research deals broadly with risk management, corporate finance, executive compensation incentives, information transmission in financial markets, insurance economics and actuarial science. He has published several articles in finance journals such as the Journal of Financial Economics, the Journal of Financial & Quantitative Analysis, the Journal of Corporate Finance and and Journal of Banking & Finance. He has also published extensively in insurance and actuarial journals such as the Journal of Risk & Insurance, the ASTIN Bulletin and the North American Actuarial Journal. Several of his academic articles have been awarded/shortlisted for prizes. Prof Milidonis also serves on the editorial board of the Journal of Risk and Insurance.
He has had academic appointments at Nanyang Business School, (NTU, Singapore) and Manchester Business School (UK). Prior to moving to the UK, he completed his PhD in Risk Management & Insurance (awarded in January 2007) at Georgia State University, partly funded by the Society of Actuaries. His undergraduate degree, completed with honors in 2001 at Schreyer Honors College, was in Actuarial Science at the Pennsylvania State University.
Prof Milidonis also has significant consulting experience (US, UK, Europe) in projects related to bank risk assessment (ie with the European Central Bank), risk management, insurance valuation, pension valuation, and business analytics.
Professor Lu Zheng, Professor of Finance, Paul Merage School of Business, University of California
Prof Zheng obtained her PhD in Finance from Yale University and her bachelor's degree from Agnes Scott College. Prior to joining UC Irvine, she was with the University of Michigan from 1999‐2006.
Her research covers many aspects of investments, including mutual funds, hedge funds, equity markets, investor behaviour and expectations, and institutional trading. She has published papers in the Journal of Finance, Review of Financial Studies, Journal of Business,Journal of Financial and Quantitative Analysis, Review of Finance, Journal of Financial Markets, Journal of Empirical Finance, and the Journal of Financial Intermediation.
Two of her papers have been nominated for the Smith Breeden Award for the best paper in the Journal of Finance. She has made many presentations at academic seminars and conferences including American Finance Association meetings, and refereed more than 20 academic journals. She has been interviewed extensively by print and electronic media including The New York Times and The Wall Street Journal. She has served as an associate editor for the Review of Financial Studies and Financial Management.
Sponsor
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.
Event Details
- Date:
- 19 June 2025 at 9:00 am – 21 June 2025 at 5:00 pm
- Venue:
- Corfu Holiday Palace - Corfu, Greece
- Categories:
- General
Description
The eighth Symposium on Quantitative Finance and Risk Analysis (QFRA 2025) will focus on specialised and synergetic developments in both theory and practice.
It will bring together experts and decision makers from diverse disciplines who are working on similar problems, to share information on current and emerging developments, and work on solutions 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.
The Economic Modelling journal is pleased to present a special issue for QFRA 2025 participants, featuring research that uses modern quantitative methods and practical insights to address today’s financial challenges. More details will be shared at the QFRA 2025 symposium.
Speakers
Professor Sushanta Mallick, Professor of International Finance, Queen Mary University of London
Sushanta Mallick is a Professor of International Finance at the School of Business and Management, Queen Mary University of London, UK. He has recently been appointed as Managing Editor of ‘Oxford Economic Papers’ – a prestigious journal with an 86-year legacy.
This new editorial role succeeds his decade-long tenure as Co-editor-in-Chief of Economic Modelling, which concluded in December 2024. He also serves as co-editor-in-Chief of ‘Journal of Economic Surveys’ (a 35-year-old Wiley journal) and co-editor of ‘Economic Analysis and Policy’ (the journal of the Economic Society of Australia, established 54 years ago).
Prof Mallick holds a PhD in economics from the University of Warwick, UK, and has published over 100 peer-reviewed articles in leading academic journals. His research focuses on international economics, banking & finance, and innovation & development. According to the IDEAS/RePEc rankings, he is among the top 5% of economists globally. He has over 7000 google scholar citations with a h-index of 49.
His work has been featured in numerous high-impact journals such as: British Journal of Management, Research Policy, Economic Theory, European Journal of Operational Research, Journal of Corporate Finance, Journal of Economic Behavior & Organization, Industrial Relations, British Journal of Industrial Relations, Journal of Banking & Finance, Oxford Bulletin of Economics & Statistics, IMF Economic Review, Cambridge Journal of Economics, Journal of International Money and Finance, World Development, and many others.
A comprehensive list of his published research can be found here: http://skmallick.busman.qmul.ac.uk.
Professor Andreas Milidonis, Professor of Finance, University of Cyprus
Prof Milidonis’ research deals broadly with risk management, corporate finance, executive compensation incentives, information transmission in financial markets, insurance economics and actuarial science. He has published several articles in finance journals such as the Journal of Financial Economics, the Journal of Financial & Quantitative Analysis, the Journal of Corporate Finance and and Journal of Banking & Finance. He has also published extensively in insurance and actuarial journals such as the Journal of Risk & Insurance, the ASTIN Bulletin and the North American Actuarial Journal. Several of his academic articles have been awarded/shortlisted for prizes. Prof Milidonis also serves on the editorial board of the Journal of Risk and Insurance.
He has had academic appointments at Nanyang Business School, (NTU, Singapore) and Manchester Business School (UK). Prior to moving to the UK, he completed his PhD in Risk Management & Insurance (awarded in January 2007) at Georgia State University, partly funded by the Society of Actuaries. His undergraduate degree, completed with honors in 2001 at Schreyer Honors College, was in Actuarial Science at the Pennsylvania State University.
Prof Milidonis also has significant consulting experience (US, UK, Europe) in projects related to bank risk assessment (ie with the European Central Bank), risk management, insurance valuation, pension valuation, and business analytics.
Professor Lu Zheng, Professor of Finance, Paul Merage School of Business, University of California
Prof Zheng obtained her PhD in Finance from Yale University and her bachelor's degree from Agnes Scott College. Prior to joining UC Irvine, she was with the University of Michigan from 1999‐2006.
Her research covers many aspects of investments, including mutual funds, hedge funds, equity markets, investor behaviour and expectations, and institutional trading. She has published papers in the Journal of Finance, Review of Financial Studies, Journal of Business,Journal of Financial and Quantitative Analysis, Review of Finance, Journal of Financial Markets, Journal of Empirical Finance, and the Journal of Financial Intermediation.
Two of her papers have been nominated for the Smith Breeden Award for the best paper in the Journal of Finance. She has made many presentations at academic seminars and conferences including American Finance Association meetings, and refereed more than 20 academic journals. She has been interviewed extensively by print and electronic media including The New York Times and The Wall Street Journal. She has served as an associate editor for the Review of Financial Studies and Financial Management.
Sponsor
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.