Podcast 

Identifying hedge fund skill by using peer cohorts 

  

We are pleased to present this conversation between Ian Patrick, CFA, CIO of SunSuper, and Geoff Warren, Associate Professor College of Business and Economics at The Australian National University and Fund Convenor of the ANU Student Managed Fund, to discuss Geoff’s recent contribution to the Financial Analysts Journal, Identifying Hedge Fund Skill by Using Peer Cohorts, co-authored with David Forsberg and David Gallagher in the second quarter of this year in the 77th volume of the Journal. 

The podcast is for anyone who appreciates the academic material produced by the Journal and will be particularly interesting for anyone with a passion for the Hedge Fund world. 

We hope you enjoy the podcast. 

 

The Financial Analysts Journal (the Journal) is a resource available to all CFA Charterholders.  It was founded in 1945 when Benjamin Graham argued for the establishment of the Journal to create a professional status for security analysis. Since that time, the Financial Analysts Journal has aspired to be the leading practitioner journal in the investment management community by advancing the knowledge and understanding of the practice of investment management. Indeed, through the last 75 years the Journal has achieved that goal, having, for instance, been the home to one of the most influential papers ever published in our industry when, in 1965, the Journal published Eugene Fama’s Efficient Market Hypothesis and his view on how stocks follow a random walk. 

However, what we thought you may not be as familiar with is the influential role played by Australian academics and authors in relation to the Journal.  For instance, were you aware that Stephen Brown, a professor splitting his time between Monash University in Melbourne and Stern at NYU in NYC was the prior executive editor of the journal?  Or did you know that we have had more than 8 contributions just in the last few years by Australian Academics and Authors to the Journal?  With this in mind, we thought we would bring some research to life that has been published by an Australian Academic.  We thought this would suit the Podcast method of delivery and that it would be terrific to have a senior member of our local Investment Society lead the conversation with our local academic.