Q Group Colloquium 2019

Schedule:
Friday 29 March 2019
9am-5pm: Conference (with morning tea, lunch and afternoon tea)
5pm-7pm: Cocktail function

Venue: Monash Conference Centre,Level 7, 30 Collins Street, Melbourne, Victoria 3000

Panel:

  • Stephen Brown (Professor, Monash Business School, and Executive Editor of the Financial Analysts Journal)
  • Deep Kapur (Professor, Monash University and Director, Australian Centre for Financial Studies)
  • Mark Burgess (Chairman of Yarra Capital Management and Chairman of HESTA Investment Committee)

List of Speakers:

  • Stephen Brown (Professor, Monash Business School, and Executive Editor of the Financial Analysts Journal)
  • Deep Kapur (Director, Australian Centre for Financial Studies)
  • Philip Drummond (Monash Business School) - Sports Sentiment and Stock Returns: An Intra-day Study
  • Jean Paul Rabanal (Monash Business School) - Forecasting and stock market participation: An experiment
  • Mark Aarons (Head of Investment Risk, VFMC) and Henry Zhang (RiskLab, CSIRO Data61) – Optimal FX hedge tenor with liquidity risk
  • Simon Elimelakh (Head of Investment Portfolio Analytics, NAB Asset Management) – Is More Always Better? (How much skill do you need?)
  • Simon Tung (Head of Portfolio Management, Omega Global Investors) - ESG investing and Green Bonds
  • Ivan Guo (Monash Centre for Quantitative Finance and Investment Strategies) - The volatility risk premium: an empirical study on equity indices
  • Mike Watanabe (Managing Director, Head of Equity Derivatives Australia, BNP Paribas) – Effective Use of Options in Managing Downside Protection

PhD Forum:

  • Barbara Hong (Monash University) - News spillover and return comovement
  • Lucy Ning (Monash University) - Robust portfolio optimisation under model uncertainty with a penalisation approach
  • Leo Wang (Monash University) - Local-stochastic volatility models by optimal transport

Organising Committee:

  • Mike Aked (Research Affiliates)
  • Andrew Gruskin (Omega Global Investors)
  • Philip Gharghori (Monash Business School)
  • Gregoire Loeper (Monash Centre for Quantitative Finance and Investment Strategies)
  • Roger McIntosh (Delft Partners Global Investment Management)
  • Dennis Sams (Institutional Investment Strategy and Governance)
  • Oscar Tian (NAB/MLC Wealth)
  • Henry Zhang (CSIRO Data61 RiskLab)

Sponsors:

  • School of Banking and Finance, Monash Business School
  • Monash Centre for Quantitative Finance and Investment Strategies