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Melbourne Centre Activities (2005 - 2007)

2007

  12 December 2nd Melbourne Centre for Financial Studies International Distinguished Lecture
Proudly sponsored by
kpmgl
Dr. Robert Joss
, President of Stanford Business School and former Westpac CEO
(Presentation: click to download)
  07 December Finance forum: Determinants of credit availability and capital structure at small firms: Evidence from the National Surveys of Small Business Finance
with Rebel Cole, Associate Professor of Finance. Department of Finance, DePaul University
(Paper 1), (Paper 2)
  05 December Finance forum: Insights from Hedge Fund Registration, and Alpha from Hedge Fund Due Diligence?
with Stephen J. Brown, David S. Loeb Professor of Finance, NYU Stern School of Business
(Paper 1), (Paper 2)
  26 November Finance forum: Value Investing and the Search for Value
with George Athanassakos, Professor of Finance, Richard Ivey School of Business, The University of Western Ontario (Canada) and Ben Graham Chair in Value Investing
[Email to Prof. Athanassakos]
[More info about Value Investing Seminars]
[Note: Please register with MCFS your interest in a) attending b) hosting such a seminar if they are ever conducted in Australia. info@melbourencentre.com.au]
  16 October Seminar Series:Modern Finance - Insights from Academia
Estimating the Cost of Capital: CAPM variants and alternatives"
with speakers:

Associate Professor Alastair Marsden, The University of Auckland (Presentation)
Associate Professor Michael Dempsey, MonashUniversity (Presentation)
Associate Professor John Handley, University of Melbourne (Presentation)
  12 October Joint Event - Melbourne Centre for Financial Studies, the Centre for Actuarial Studies of the University of Melbourne and the Institute of Actuaries of Australia
Early exercisable derivatives: using Monte Carlo to obtain tight bounds
with Mark Joshi, Centre for Actuarial Studies, University of Melbourne
  24 - 25 September 12th Finsia-Melbourne Centre for Financial Studies Banking and Finance Conference

:: Program and Registration

  21 September Workshop: Correlations and Copulas - Pushing the boundaries of risk management
Joint with FIRN and Melbourne Derivatives Research Group
  20 September MCFS-AMSI Financial Mathematics & Statistics Conference
kindly sponsored by Victorian Funds Management CorporationVFMC
  19 September Design and Manufacture of Financial Regulation Conference
(by invitation only)
  7 September Finance Forum: The History and Application of Stochastic Portfolio Theory: Risk Management and the Search for Alpha
with David Schofield, President, International Division, Enhanced Investment Technologies LLC
  6 September Finance Forum: Hedge Funds Investing in an Uncertain Market
with Richard Tarvin, Investment Director, The Fortune Group
  29 August & 5 September Academic Seminar: " Credit Risk Transfer via Collateralised Debt Obligations (CDOs)"
with Dr. Harald Schedule, Dept of Finance, Faculty of economics and Commerce, University of Melbourne
  20 August Finance Forum: Venture Capital Investing in South Korea
with Perry Ha, Manager Director – DFJ Athena (Korea venture capital fund)
:: Presentation
  12 July Academic Seminar 2
Insights for Investors from Behavioural Finance Research
with Terrance Odean, Willis H. Booth Professor of Banking and Finance at the Haas School of Business at the University of California, Berkeley, USA
:: Presentation
  10 July Finance Forum:
Innovations in Housing Finance: Reverse Mortgages and More

with Mark Brennan, Over 50 Group
:: Presentation
  6 July Finance Forum: Extreme Value Theory
(in association with PRMIA)
with Associate Professor Frank Ashe, Macquarie University Applied Finance Centre
:: Presentation
  29 May Finance Forum:
An Introduction to Stochastic Portfolio Theory: The Importance of Diversity

with Dr Adrian Banner, Director of Research, Enhanced Investment Technologies, LLC

:: Presentation
  25 - 26 May 12th Melbourne Money and Finance Conference
Papers are available to download
  16 May Finance Forum:
Measuring Carbon Value-at-Risk and Value-of-Gain
By Dr Geoff Wells, Joint Managing Director, ImperativePlus Pty Ltd
:: Presentation
  13 April Finance Forum:
Governance of Superannuation Funds: Searching for an Ideal Model

By Jane Neville, Trustee Development Manager, Australian Institute of Superannuation Trustees
:: Presentation
  5 April Luncheon Forum: New Market Wizards
by Jack Schwager
  28 March Symposium: Governance of financial Institutions - The Impact of Market Structure
by Prof. Andy Mullineux, Professor of Global Finance, Department of Accounting and Finance, The Birmingham Business School, The University of Birmingham

:: Presentation
arrow Financial Sector Convergence and Corporate Governance
arrow Creating an EU Retail Banking Market? – The Future of Retail Banking in the EU (Presentation at Monash University on March 27)
arrow The Corporate Governance of Banks
arrow Asymmetric Effects Of Interest Rate Changes: The Role Of The Consumption-Wealth Channel

  27 March Finance Forum:
European Venture Capital:
Some recent experiences of a State development bank

By Roger Bendisch, the IBB-Beteiligungsgesellschaft
:: Presentation
  19 March Finance Forum:
Exchange Traded Funds (ETFs): As Good as Gold?

by R. Mark Holberton, Gold Bullion Securities
:: Presentation
:: More Information
  1 March Finance Forum:
Carbon Trading: It's already happening. The Story So Far

by Ken Edwards, Next Generation Energy Solutions
:: Presentation (click to download)
  27 February MCFS-IAESR-UoM Finance Symposium: The Future Fund: Getting Down to business

:: Registration
:: Presentations:

  31 January Finance Forum:
The advantages and Disadvantages of Investing in Hedge Funds "A practical solution to mitigating risk and maximising return"
by Richard Tarvin, The Fortune Group
  19 January, 2007 Luncheon Discussion: “Reflections on Establishing a Central Bank in a transition country” By Peter Nicholl of the Central Bank of Bosnia and Herzegovina

 

2006

  21 December 2006

Inaugural Melbourne Centre for Financial Studies International Distinguished Lecture - Mr Mervyn King, Governor, The Bank of England

Download Speech

  15 December 2006 Finance Forum: Developments and Opportunities in Japan
  24 November 2006 Finance Forum - Superannuation Trustees: Who They Are, Thier Responsibilities and Educational Needs and Research Opportunities
  26 October 06 (Sydney) & 30 October 06 (Melb)
Registration
Symposium: Off-Market Share Buybacks Efficiency and Equity Issues in Capital Management (in conjunction with The Australian Financial Review and sponsored by UBS)

:: Papers and Presentations

  27 October 2006 The Cost of Capital for Regulated Industries: Finance Forum
Presentations:
:: Problems with the static WACC/CAPM framework – By Professor Glenn Boyle
:: The Market Risk Premium – By Associate Professor John Handley
:: Defining regulatory risk: how to take into account regulatory risk in cost of capital calculation depends on the source of the risk – By Professor Joshua Gans
  25-26 Sept 06

11th Finsia - Melbourne Centre Banking and Finance Conference

Papers and Presentations
:: Monday 25th September 2006
:: Tuesday 26th September 2006

  25 September 2006

Dinner with David Murray - We are pleased to this year bring to you David Murray as a special guest, speaking about Australia’s Future Fund, for the executive conference dinner held on the first evening of the conference

  1 September 06 Seminar - Basel Committee Update Charles Freeland (Basel Committee)
  27 Aug - 6 Sept 06

59th International Banking Summer School, Melbourne

  25 August 06

Finance Forum - “Implementing Basel II: Is the Game Worth the Candle?

  8 August 2006

Finance Forum – Global Alpha

  20 July 2006

Workshop - Financial Literacy Research(Paper 1) (Paper 2) (Paper 3)

  17 July 2006

Seminar - Prof Mark Flannery (Click here for Paper)

  17 July 2006

Basel 2 and Bank Regulation: Interantional and Australia Perspectives (Papers: Bernie Egan - APRA, Benton Gup - University of Alabama and Morris Batty - ANZ)

  19 June 2006

Investment Property Databank

  7 June 2006

Finance Forum - Hedge Funds

  13 June 2006

Regulatory Review Forum (joint with Vic Govt Finance Industry Consultative Committee)

  16 May 2006

Finance Forum - Corporate Social Responsibility

  19-20 May 2006

11th Melbourne Money and Finance Conference

  4 April 2006

Finance Forum - Energy Reform and Development of New Financial Markets

  29th March 2006

Contemporary Research in Credit Risk - A Workshop for Academic and Industry Researchers

  1 March 2006

Operational Risk Seminar (Paul Embrechts)

  15th February 2006

Corporate Finance Workshop

  10th February 2006

Funds Management Workshop (Paper 1) (Paper 2)

2005

  28 November

Finance Forum Funds Management, VFMC

  3 + 4 October (Melb)

Basel II, Credit Risk and Operational Risk Measurement and Management

  6 + 7 October (Syd)

Training Program presented by Professor Tony Saunders (New York University

  29 + 30 September

AIBF 10th Banking & Finance Conference

  28 September

Basel II Symposium (Joint with The Conference of Economists)