Dear Q Group member,

The 2019 Monash-Q Group Colloquium will be held at Monash Conference Centre (Level 7, 30 Collins Street, Melbourne) on Friday 29 March 2019. This year the event is jointly organised by Monash Business School, Monash Centre for Quantitative Finance and Investment Strategies and Q Group.

This year the themes of the colloquium include: banking and finance, quantitative finance and investment strategies and wealth management.

Thanks to the sponsorship of Monash Business School and Monash Centre for Quantitative Finance and Investment Strategies, the event (including cocktail function) is free to invited researchers and practitioners.

Please use the link below for registration. Since there are limited seats, please do not share the link to others. Any enquiries can be addressed to: Oscar Tian: oscar.tian@outlook.com

Registration form: https://goo.gl/forms/vp9oQ4I1B4T38kB82

We look forward to seeing you at the colloquium.

Q Group Committee

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

http://www.monash.edu/venues/venues/monash-conference-centre

Sponsors:

School of Banking and Finance, Monash Business School

Monash Centre for Quantitative Finance and Investment Strategies

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 (Adjunct Associate Professor, Monash Centre for Quantitative Finance and Investment Strategies and 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