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Monash Centre for Quantitative Finance

September 2021 - Jerome Gava (BNP Paribas) joins as affiliate to the Centre
August 2021 - Julien Turc (BNP Paribas) joins as affiliate to the Centre.
May 2021 - Our Master of Financial Mathematics alumni, Oliver Clementson, shares his experience on the masters program and how it helped him secure his current role as an Investment Analyst. Read More.
March 2021 - Our latest paper "How much information is required to time the market?” by Henry R. Zhang and Henry Wong will appear in the Journal of Portfolio Management. Read More.
March 2021 - Our latest paper "Optimal foreign exchange hedge tenor with liquidity risk” by Henry R. Zhang, Mark Aarons and Gregoire Loeper is published in Journal of Risk and available. Read More.

October 2020 - Dr Hassan Fallahgoul joins the advisory board for the Journal of Financial Data Science.
September 2020 - New equity index to reward companies acting responsibly on climate change. Read More.
August 2020 - ClimateWorks’ dynamic scenarios modelling underpins the first forward-looking Australian Climate Transition Index for the ASX300. Jointly developed by ClimateWorks Australia, BNP Paribas, ISS ESG and the Centre for Quantitative Finance and Investment Strategies at Monash University. Read More.
May 2020 - Inside the mind of investors during COVID-19, Hasan Fallahgoul, Read More.
March 2020 - Dr Henry Wong, Head of Quantitative Solutions at Cbus Super Fund, joins the Centre as Adjunct Associate Professor.
March 2020 - Q Group Colloquium Postponed. Read More.

December 2019 - BNP Paribas Quant Forum 2019 , Gregoire Loeper. See Event Page.
June 2019 - The numbers game: the role of 'quants' in navigating financial markets, Gregoire Loeper, Read More.
March 2019 - Q Group Colloquium. The event is jointly organised by the Monash Business School, Monash Centre for Quantitative Finance and Investment Strategies and Q Group. See Event Page.

October 2018 - Research agreement with international environmental, social and governance (ESG) group Vigeo Eiris, Read More.
March 2018 - Q Group Colloquium. The event is jointly organised by the Monash Business School, Monash Centre for Quantitative Finance and Investment Strategies and Q Group. See Event Page.
February 2018 - Dr Rongju Zhang joins the Centre as Adjunct Research Fellow

October 2017 - Dr Mark Aarons, Head of Portfolio Risk & Solutions at Victoria Funds Management Corporation (VFMC), joins the Centre as Adjunct Associate Professor.
June 2017 - New Monash Centre for Quantitative Finance and Investment Strategies, Read More.