RSFAS is hosting our long-standing annual research camp in December 2022 at the Hyatt Hotel in Canberra.
Past research camp locations include the Murramarang Resort, near Batemans Bay on the NSW South Coast, Peppers Craigieburn in Bowral, and The Boathouse in Canberra. See here for the 2019 camp program.
The 2022 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 2022 Camp Program and Abstracts.
Presentations at the 2022 Camp will include:
- Randall Morck (University of Alberta): “How investor irrationality enriches the world”
- Joan Farre-Mensa (University of Illinios): “Do Startup Patent Acquisitions Affect Inventor Productivity?”
- Marina Gertsberg (University of Melbourne) :“ The Unintended Consequences of #MeToo: Evidence from Research Collaborations”
- Yue Wang (ANU, PhD session): “More Debt More Leverage?”
- Yaodong Zhang (ANU, PhD session): "Overnight and Intraday Return Difference in the ETF Market"
- Xiang Dai (ANU, PhD session): “ Political Sentiment and CSR Performance: Evidence from Earnings Call”
- Kelly Liu (ANU): “Information dissemination and behavioural bias in financial media”
- Terry Zhang (ANU): “Investor composition and liquidity: An analysis of Japanese stocks”
- Alminas Zaldokas (HKUST): “ESG Shocks in Global Supply Chains”
- Elvira Sojli (UNSW): “Green Innovations and Cluster CEOs”
- Ben Charoenwong (National University of Singapore): “RegTech”
- Kentaro Asai (ANU): " Debt-Equity Conflicts and Efficiency of Distressed Firms: Evidence from Banker-Directors in Japan"
- Steven Marron (University of North Carolina): “Object Oriented Data Analysis”
- Karthik Bharath (University of Nottingham):“ Geometry and Modelling of Tree-Structured Covariances”
- Andriy Olenko (La Trobe University): " Statistical inference for seasonal long-memory semi-parametric models"
- Jiti Gao (Monash University):“ A Unified Approach to Estimating Stochastic Trends”
- Leah South (Queensland University of Technology): “Unbiased and Consistent Nested Sampling via Sequential Monte Carlo”
- Aurore Delaigle (University of Melbourne):“ Estimating a prevalence in group testing problems with missing values”
- Zhenhua Lin (National University of Singapore): “Causal Inference on Distribution Functions”
- Zhao Ren (University of Pittsburgh): “ Heteroskedastic Sparse PCA in High Dimensions”
- Boris Beranger (UNSW): “ Logistic Regression Models for Aggregated Data”
- Bin Peng (Monash University): “Higher order Expansions and Inference for Panel data Models”
- Myles Cover (KPMG): “Aged Care consumer contribution - Health Care or Welfare?”
- Lachlan O’Hare (EY): “ How is reform building the health of private health insurance”
- Jane Miao (Australian Government Actuary):“ Military Compensation Schemes: Recent Experience and Modelling Challenges”
- Hugh Miller (Taylor Fry): “Micro-management: Some unsolved problems in microsimulation models”