The Department of Finance in the Faculty of Business and Economics is pleased to continue its annual conference series.
The Department of Finance in the Faculty of Business and Economics at the University of Melbourne is pleased to continue its annual conference series: Finance Down Under: Building on the Best from the Cellars of Finance, which will take place in Melbourne, Australia, on 5-7 March, 2020.
OVERVIEW
We invite submissions that embody the best in current empirical and theoretical research. We welcome papers in asset pricing, corporate finance and all other areas of finance. The conference selection committee includes eminent scholars in every facet of finance. With the help of the selection committee, we strive to provide a conference program that is internationally renowned for excellent presentations, discussions, and keynote speeches. The academic sessions on the first day will be comprised of papers from all areas. In addition to these general sessions, a unique feature of the program is that, on the second day, we will have a special session where we honour 'vintage' research in finance that has inspired recent advances and withstood the test of time. In 2020, we will celebrate the body of work by professors Michael Brennan and Eduardo Schwartz. We are honoured to have Professor Brennan, Professor Schwartz, and Professor Michael Brandt as keynote speakers.
In addition to the academic sessions, participants are invited to a half-day tour of the local wine country following the Saturday morning session as well as a conference wine reception.
PAPER SUBMISSION PROCEDURE
The deadline for paper submissions is midnight US EST 1 October 2019. Papers should be submitted electronically at http://editorialexpress.com/conference/FDU2020.
Papers will be reviewed by members of the conference selection committee, and authors of selected papers will be notified by late November, 2019. For further questions, please contact our conference coordinator, Rachel Soderstrom, at fdu-conference@unimelb.edu.au.
A limited contribution towards travel and accommodation costs will be provided for speakers and discussants
AWARDS
- Best Paper Award, with a prize of A$4,000.
- The CFAM-ARX Award. Jointly sponsored by the CFA Society of Melbourne (CFAM) and the Asia-Pacific Research Exchange of the CFA Institute (ARX), this award will be presented, with a prize of A$1,500, to a paper that has relevance to the Asia-Pacific region and/or to the asset management industry. To be considered for this award, authors need to select the option when submitting their papers.
We hope that you can join us in 2020 in delightful late-summer Melbourne.
FDU Organizing Committee
Federico Nardari, Qi Zeng, Garry Twite & Maurice McCourt
Department of Finance
Faculty of Business & Economics
The University of Melbourne
Finance Down Under, 7-9 March 2019
Finance Down Under, 1-3 March 2018
Finance Down Under, 2-4 March 2017
Finance Down Under, 3-5 March 2016
Finance Down Under, 5-7 March 2015
Finance Down Under, 6-8 March 2014
Finance Down Under, 7-9 March 2013
Finance Down Under, 15-17 March 2012
Finance Down Under, 11-12 March 2011
Third Annual Society for Financial Economics (Asia) Conference, 16-18 June 2010
Finance Down Under, 25 March 2010
Finance Down Under, 7 April 2009
Melbourne Derivatives Research Group Conference, 19 March 2008
Correlations and Copulas - Risk Management Conference, 21 September 2007
NYU Down Under Derivatives Conference, 29 March 2007
| Name | Institution |
| Tim Adam | Humboldt-Universität zu Berlin |
| Reena Aggarwal | Georgetown University |
| Anup Agrawal | University of Alabama |
| George Aragon | Arizona State University |
| Kerry Back | Rice University |
| Sohnke Bartram | University of Warwick |
| Thomas Bates | Arizona State University |
| Robert Battalio | University of Notre Dame |
| Henk Berkman | The University of Auckland |
| Antje Berndt | Australian National University |
| Gennaro Bernile | Singapore Management University |
| Utpal Bhattacharya | Hong Kong University of Science and Technology |
| Oliver Boguth | Arizona State University |
| Audra Boone | Texas Christian University |
| Bradyn Breon-Drish | University of California San Diego |
| Jonathan Brogaard | University of Washington |
| Stephen Brown | New York University |
| Max Bruche | Cass Business School |
| Sabrina Buti | Dauphine University |
| Indraneel Chakraborty | University of Miami |
| Gilles Chemla | Imperial College |
| Tarun Chordia | Emory University |
| Ric Colacito | UNC |
| Zhi Da | University of Notre Dame |
| Stephen Dimmock | Nanyang Technological University |
| Ran Duchin | University of Washington |
| Espen Eckbo | Dartmouth College |
| Roger Edelen | University of California Davis |
| Andrew Ellul | Indiana University |
| Joseph Fan | CUHK |
| Eliezer Fich | Drexel University |
| Thierry Foucault | HEC, Paris |
| Fangjian Fu | Singapore Management University |
| Michael Gallmeyer | University of Virginia |
| Federico Gavazzoni | INSEAD |
| Simon Gervais | Duke University |
| Ron Giammarino | University of British Columbia |
| Luis Filipe Goncalves-Pinto | Chinese University of Hong Kong |
| Todd Gormley | Washington University in St Louis |
| Vidhan Goyal | Hong Kong University of Science and Technology |
| Johh Griffin | UT Austin |
| Mark Grinblatt | University of California, Los Angeles |
| Sebastian Gryglewicz | Erasmus University Rotterdam |
| Bing Han | University of Toronto |
| Jarrad Harford | University of Washington |
| Samuel Hartzmark | University of Chicago |
| Nikolaus Hautsch | University of Vienna |
| Christian Heyerdahl-Larsen | London Business School |
| Burton Hollifield | Carnegie Mellon University |
| David Hsieh | Duke University |
| Eric Hughson | Claremont McKenna College |
| Philipp Illeditsch | University of Pennsylvania |
| Zoran Ivkovich | Michigan State University |
| Kris Jacobs | University of Houston |
| Shane Johnson | Texas A&M University |
| Travis Johnson | UT Austin |
| Jennifer Juergens | U.S. Securities and Exchange Commission |
| Marcin Kacperczyk | Imperial College London |
| Raymond Kan | University of Toronto |
| Robert Korajczyk | Northwestern University |
| Nitin Kumar | Indian School of Business |
| Howard Kung | London Business School |
| Laurence Lescourret | ESSEC Business School |
| Karl Lins | University of Utah |
| Laura Xiaolei Liu | Peking University |
| Dmitry Livdan | University of California, Berkeley |
| Michelle Lowry | Drexel University |
| Peter Mackay | Hong Kong University of Science and Technology |
| Andrew MacKinlay | Virginia Tech |
| Igor Makarov | London School of Economics |
| Ron Masulis | UNSW |
| Christoph Merkle | Khne Logistics University |
| Alexander Michaelides | Imperial College |
| Roni Michaely | Cornell University |
| Sophie Moinas | University of Toulouse |
| Vikram Nanda | University of Texas |
| Phong Ngo | Australian National University |
| Maureen OHara | Cornell University |
| Micah Officer | Loyola Marymount University |
| Neil Pearson | University of Illinois |
| Kim Peijnenburg | HEC, Paris |
| Ludovic Phalippou | Oxford University |
| Peter Pham | UNSW |
| Jeffrey Pontiff | Boston College |
| Uday Rajan | University of Michigan |
| David Reeb | National University of Singapore |
| David Robinson | Duke University |
| Harley Ryan Jr | Georgia State University |
| Oleg Rytchkov | Temple University |
| Stefano Sacchetto | University of Navarra |
| Jacob Sagi | UNC |
| Batchimeg Sambalaibat | Indiana University |
| Shrihari Santosh | University of Maryland |
| Lucio Sarno | Cass Business School |
| Norman Schürhoff | Université de Lausanne |
| Rick Sen | UNSW |
| Ivan Shaliastovich | University of Wisconsin-Madison |
| Jianfeng Shen | University of New South Wales |
| Clemens Sialm | University of Texas |
| Stephan Siegel | University of Washington |
| Rui Silva | London Business School |
| Tom Smith | University of Queensland |
| Denis Sosyura | Arizona State University |
| Johan Sulaeman | National University of Singapore |
| Yuri Tserlukevich | Arizona State University |
| Patrick Verwijmeren | Erasmus University Rotterdam |
| Mitch Warachka | University of San Diego |
| Michael Weber | University of Chicago |
| Chishen Wei | Singapore Management University |
| Mindy Xiaolan | UT Austin |
| David Yermack | New York University |
| Bart Yueshen | INSEAD |
| Stefan Zeume | University of Michigan |
| Edith Hotchkiss | Boston College |
Michael Brenan
Emeritus Professor, UCLA Anderson School of Management and London Business School
Michael Brennan is a professor of finance at both UCLA Anderson School of Management and London Business School. His research interests include asset pricing, corporate finance, the pricing and role of derivative securities, market microstructure and the role of information in capital markets. He has published extensively in all of these areas.
His current research concerns several topics, including: the problem of asset allocation when investors face time-varying opportunity sets; initial public offerings and the allocation of control rights in the corporation; the determinants of international flows of portfolio investment; the role of convertible securities in corporate finance; and corporate hedging strategies.
A former president of the American Finance Association, Brennan has served as editor of the Journal of Finance and was the founding editor of the Review of Financial Studies. He has consulted extensively for corporations in Canada and the U.S., and in 1995 he was awarded the INQUIRE Europe prize for his work on corporate hedging strategies.
Eduardo Schwartz
Distinguished Professor at UCLA and Ryan Beedie Chair in Finance at Simon Frasier University
Professor Eduardo Schwartz is a Distinguished Research Professor at UCLA and the Ryan Beedie Chair in Finance at Simon Frasier University..
Professor Scwartz is an expert in various dimensions of asset and securities pricing, and has at various times focused on pricing internet companies, interest rate models, asset allocation issues, evaluating natural resource investments, the stochastic behavior of commodity prices and valuing patent-protected R&D projects. His collected works include more 100 than articles in finance and economic journals, two monographs and a large number of monograph chapters, conference proceedings and special reports.
He is among the first researchers to develop the real options method of pricing investments under uncertainty. He is co-editor, with Lenos Trigeorgis of the University of Cyprus, on the book Real Options and Investment Under Uncertainty (MIT, 2001), a compilation of recent papers and classic research in the field.
In 2015, Schwartz was named International Association for Quantitative Finance (IAQF)/SunGard Financial Engineer of the Year in recognition of his individual contributions to the advancement of quantitative finance.
Schwartz is the winner of a number of awards for both teaching excellence and the quality of his published work. He has served as associate editor for more than a dozen journals, including Journal of Finance, Journal of Financial Economics and Journal of Financial and Quantitative Analysis. He is a former president of the Western Finance Association and the American Finance Association. He is a fellow of the American Finance Association and the Financial Management Association International. He is also a research associate of the National Bureau of Economic Research.
Michael W. Brandt
Kalman J. Cohen Professor of Business Administration at Fuqua School of Business
Michael W. Brandt is the Kalman J. Cohen Professor at Duke University’s Fuqua School of Business. He is also a co-founder and Managing Principal of QMS Capital Management LP, a Durham North Carolina based quantitative asset management firm. Professor Brandt holds a Ph.D. in Finance from the University of Chicago, a M.B.A. from the University of Chicago, and a M.Sc. in Economics from the London School of Economics.
Professor Brandt conducts empirical and theoretical research in finance. His current work focuses on real-time processing of macroeconomic data by financial markets. He also works on quantitative portfolio management, risk management, currency and fixed income markets, and financial econometrics. Professor Brandt's research has appeared in leading academic journals, including the American Economic Review, Journal of Business, Journal or Finance, Journal of Financial Economics, Journal of Monetary Economics, and Review of Financial Studies. He served as co-editor of the Review of Finance, the official journal of the European Finance Association, and as associate editor of the Journal of Finance, the official journal of the American Finance Association. He is a Faculty Research Associate of the National Bureau of Economic Research (NBER) and serves on several advisory boards. Prior to joining Fuqua in 2003, Professor Brandt taught at the Wharton School of the University of Pennsylvania for six years.
2019 Award Winners
2019 Best Paper Award (AUD 4,000)
The Beta Anomaly and Mutual Fund Performance
Paul Irvine, Jeong Ho Kim, Jue Ren
View photos from our previous events.