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