RSFAS summer research camp

RSFAS is hosting our long-standing annual research camp in December 2019 at the Boathouse in Canberra.

Past research camp locations included the Murramarang Resort, near Batemans Bay on the NSW South Coast and Peppers Craigieburn in Bowral. See here for the 2018 camp program.

The 2019 camp will include presentations of leading research in Finance, Statistics and Actuarial Studies in an informal workshop environment. The camp attracts leading international and domestic academics and practitioners.

Click here for 2019 Camp Program and Abstracts.

Presentations at the 2019 Camp will include:


  • Christian Schlag (Goethe University):“(My) Topics in Asset Pricing”
  • Yoshio Nozowa (HKUST):  “In the Shadow of Shadow Banks: Estimating Correlated Default Risk Premiums Using Business Development Companies”                              
  • Rawley Heimer (Boston College):“Uncertainty Shocks and Personal Investment: Evidence from a Global Brokerage”
  • Narayan Bulusu  (Bank of Canada):“Measuring funding illiquidity in the overnight loan market”
  • Daruo Xie (ANU): "Managerial Efforts and the Nature of Skewness in Stock Returns"
  • Phong Ng, Kun Li, Lin Hu (ANU):“Media Exposure and Stock Market Participation
  • Sayla Siddiqui (ANU, PhD session): “Proximity matters: The spillover effect of merger and acquisition on the local labor market”      
  • Yufei Li (ANU, PhD session): “The effect of retail investor attention on stock price reaction to public news”                                            
  • Thao Hoang (ANU, PhD session): “Managerial Heterogeneity in Risk-taking Incentives: How Does It Affect Firm Risk and Performance?”
  • Nhan Le (ANU):  “Does Shareholder Litigation Risk Cause Public Firms to Delist? Evidence from Securities Class Action Lawsuits
  • Kentaro Asai (ANU):  Ownership Networks and Bid Rigging”     
  • Antje Berndt (ANU): "The Decline of Too Big to Fall"                          


  • Alexander Aue (University of California, Davis):“Functional data analysis, with a view on current time series methods”
  • Aurore Delaige (University of Melbourne): "Estimating a covariance function from fragments of functional data"
  • Jiguo Cao (Simon Fraser University):“Estimating Time-Varying Directed Networks”
  • Liangliang Wang (Simon Fraser University): “An annealed sequential Monte Carlo method and its applications”                     
  • Wenlin Dai (Renmin University):“Directional Outlyingness for Multivariate Functional Data”
  • Feng Chen (UNSW): “Modeling extreme negative returns using marked renewal Hawkes processes”
  • Ben Whale  (University of Wollongong):“Crowd sourced quantification of new types of risk for decentralised financial products.”
  • Peter Radchenko  (University of Sydney):“Irrational Exuberance: Correcting Bias in Probability Estimates”
  • Munir Hiabu (University of Sydney):“Structured models in survival analysis via empirical least squares backfitting”      

Actuarial Studies

  • David Cullen (National Disability Insurance Agency): “Long-term care insurance”
  • Matthew Crane (EY):“How to make private health insurance healthier”
  • Jane Miao (Australian Government Actuary):“Retirement Income Risk”
  • Guy Thorburn (Australian Government Actuary): “Australian Life tables 2015-17 and other developments”
  • Vladimir Canudas Romo (ANU): “An alternative measure of longevity: Truncated cross-average length of life (TCAL)"
  • Jeremy Smith-Roberts (PwC) and Louise Newey (Department of Social Services): "the Priority Investment Approach to Welfare: supporting Australians through smarter policy"
  • Gaurav Khemka (ANU): “How sub-optimal are age-based life-cycle investment products?”
  • Yifu Tang (ANU, PhD): “What is the optimal level for the Superannuation Guarantee”