Public Information
Members Only
Date
Topic
Speaker
13th April
Volatility Cones
Ian O'Conner
26th May
The Pricing of Events Using Attributes
Andre Gygax
28th July
Genetic Algorithm Optimisation in Finance and Investment (Papers 1 & 2)
Rob Pereira, County Investment Management
8th September
Monash University Honours Prize Presentation: Arbitrage Pricing Model: An Examination of its Empirical Applicability on the ASX
Adeline Chan
Monash University Honours Prize Presentation: The Pricing of Currency Risk in the Australian Equity Market
Lawrence Goh
Monash University Honours Prize Presentation: Market Reaction of Australian Share Buybacks
Riccardo Troiano (winner of $200 Q Group prize)
18th October
Market Valuation of Tax-Timing Options: Evidence from Capital Gains Distributions
Prof Jeffrey Pontiff, Department of Finance, University of Washington
6th December
Asset Allocation in a Demon-Haunted World
Kim Sawyer