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PPFIM Conference
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Plenary Speakers

We are very pleased that the following speakers presented at the Past, Present and Future in Investment Management Conference. Please click on the title to view an outline of their presentation, or click the link to view the paper or slide presentation.

Ross Milbourne
Vice Chancellor, University of Technology Sydney

Harry M Markowitz
Harry Markowitz Company
Portfolio Theory: Past, Present & Future.
Slides PDF: 1.7 Mb

Industry Speakers


Les Balzer
HFA Asset Management and UNSW
Hedge & Absolute Return Funds - Past, Present and Future
Slides PDF: 460 Kb

Ross Barry
Sovereign Investment Research
Applying and Adapting Modern Portfolio Theory to Hedge Funds: A Historical Review
Slides PDF: 300 Kb

John Bowers
The Market-Clearing Price of Investment Management Services
Slides PDF: 210 Kb

David Chessell
Access Economics
The Two Portfolio Approach to Investing: Back to the Future

Neil Esho
Australian Prudential Regulatory Authority
Market Discipline in Superannuation
Slides PDF: 355 Kb

Mark Gimple
Asian Financial Engineering, Citigroup
FINANCIAL ENGINEERING: Too much Finance; Too little Engineering?
Slides PDF: 170 Kb

Jack Gray
GMO Boston
Investment Futures: Speculation on Trends & Discontinuities
Slides PDF: 600 Kb

Douglas McTaggart
QIC
Markowitz, MPT and Diversification
Slides PDF: 280 Kb

Alan Scowcroft
UBS, London
Understanding Forecasts – A Unified Framework for Combining and Auditing Analyst and Strategy Forecasts
Paper PDF:725 KB Slides PDF: 320 Kb


Academe Speakers


Michael Adams
Corporate Law, UTS
Legal Developments in the Financial Management Industry
Slides PDF:420 Kb

Frank Ashe
Macquarie University and Q-Group
Investing with Profound Ignorance
Paper PDF: 255 KB

Ron Bird
University of Technology Sydney
Fusion Investing
Slides PDF: 640 Kb

Eckhard Platen
University of Technology Sydney
Investments for the Short and Long Run
Slides PDF: 370 Kb

Stephen Satchell
University of Cambridge
The Past, Present and Future in Optimisation for Institutional Investors
Paper PDF: 190 KB Slides PDF: 305 Kb

Albert Shiryaev
Lomonossow University Moscow
Some New "Stochastic Calculus" Look on the Technical Analysis of the Stock Prices
Slides PDF: 270 Kb

Russ Wermers
University of Maryland
Investing in Mutual Funds When Returns are Predictable
Paper PDF: 315 KB Slides PDF: 470 Kb

Xun-Yu Zhou
Chinese University of Hong Kong
A Few Good Stocks -- The Tale of Benchmark Tracking
Paper PDF: 360 KB Slides PDF: 380 Kb