Behavioural anomalies and factor investing | Jason Hsu

Date: Tuesday, 13 August, 2019
Where: TBA
Time: 12:15pm for 12:30pm start till 1:45pm (lunch included)
Cost: $15 members and $30 non-members

  • What are factors and how should we think about factor investing?
  • How should we define the key risk factors driving returns in global financial markets and the behavioural factors driving anomalous returns?
  • How do we measure factor premia?
  • How can we exam whether traditional factors are also valid in EM, especially EM Asia?
  • How do the experiences of US and EM factor investing differ, considering the unique features of an evolving EM landscape?
  • How do we effectively implement a factor investment strategy through factor design and portfolio construction?

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For any enquiries, contact Emma Phillips

CFA Society Sydney has determined that this program qualifies for 1 CE credit hour under the guidelines of the CFA Institute Continuing Education Program. If you are a CFA Institute member, use the member app to record your CE credit for your participation in this presentation. This is not done automatically for you.

Jason Hsu, Chairman and CIO

Jason is founder and CIO of Rayliant Global Advisors (RGA), a global investment management group with assets under management and advisory of more than US$26 billion as of March 31 2019. Rayliant specializes in asset allocation and quantitative investing in emerging markets equities with a unique focus on Greater China.  Jason also co-founded Research Affiliates, a US$150 billion investment manager known for its work in Smart Beta indices and asset allocation

Jason sits on the editorial board of the Financial Analyst Journal, the Journal of Investment Management, the Journal of Investment Consulting and the Journal of Index Investing. Jason is also an adjunct professor in finance at UCLA, and a visiting professor at Tsinghua University in China, Kyoto University in Japan and National Chengchi University in Taiwan.

Jason authored more than 40 journal articles and is a contributing author on 8 handbooks in finance and economics. Jason has won 2 Graham and Dodd Scroll Award awarded by the CFA Institute, 3 Bernstein/Fabozzi-Jacob/Levy Outstanding Research Award, 3 William Sharpe Best Research Award and 1 FAJ Reader’s Choice Award.  Jason was recognized by Institutional Investor in 2008 as 1 of the 20 rising stars of the industry. He also co-invented the Fundamental Index, which won best index from the Global Pension Magazine in 2007, 2008, and 2009.