The Asset Management Meeting forms part of the Financial Research Network (FIRN) program of topic-specific research meetings designed to extend the body of knowledge within a specific research area through the presentation and discussion of cutting edge research and the building of stronger networks.
FIRN in partnership with the University of Queensland (UQ) invites academics to submit a paper to the 2026 FIRN Asset Management meeting (AMM). The aim of this meeting is to develop a vibrant and interconnected academic community to discuss current issues and recent research on asset management in a stimulating and relaxing environment. In doing so, we hope to stimulate further research collaborations between local FIRN members and well-known international academics. The meeting is scheduled to take place at the UQ Brisbane City Campus.
We welcome submissions of both theoretical and empirical papers on all topics in asset management. Potential topics include but are not limited to: mutual funds, hedge funds, pension funds, ETFs, alternative assets (e.g., venture capital, private equity), sustainable investing, performance measurement, portfolio choice, asset allocation, and retail/institutional investors’ incentives and behaviour.
The Asset Management meeting will be held over two days with strong emphasis on high quality research on emerging issues related to asset management.
The 2026 AMM Best Paper Award
The 2026 AMM Best Discussant Award
LOCATION
UQ Brisbane City Campus
PROGRAM COMMITTEE
The program committee members consist of Dr. Eric Tan and Associate Professor Jacquelyn Humphrey. For further information about the meeting or the submission process, please send an email to asset.mgmt@business.uq.edu.au.
TBA
Professor Charles Cao, Chinese University of Hong Kong
Professor Charles Cao is the Yang Ju Mei Professor of Finance at the Chinese University of Hong Kong (CUHK) Business School. Before joining CUHK, he held The Smeal Chair Professor of Finance in the Smeal College of Business at the Pennsylvania State University. He also held chair professor positions at the Chinese University of Hong Kong-Shenzhen and Tsinghua University in the past.
He received his PhD in Finance from University of Chicago’s Graduate School of Business, MS from University of Kentucky, and BS from Peking University. Professor Cao’s research interests include FinTech, cryptocurrencies, hedge funds, mutual funds, derivative securities markets, and market microstructure.
His research has been published in a wide range of academic journals, including the Journal of Finance, Review of Financial Studies, Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Management Science, Journal of Financial Markets, and Journal of Econometrics.
His paper “Empirical Performance of Alternative Option Pricing Models” (co-authored with Gurdip Bakshi and Zhiwu Chen, Journal of Finance, 1997) is on the list of the 50 top-cited articles of all time from the Journal of Finance.
Another of his articles, “Price Discovery without Trading: Evidence from Nasdaq Pre-opening” (co-authored with Eric Ghysels and Frank Hatheway, Journal of Finance, 2000), received the New York Stock Exchange Award for Best Paper on Equity Trading at WFA in 1999.
More recently, his paper “Hedge Funds and Stock Price Formation” (co-authored with Yong Chen, William Goetzmann and Bing Liang, Financial Analysts Journal, 2018) received the Graham and Dodd Award of Excellence in 2018.
He won competitive research grants from the BNP Paribas Hedge Fund Center, the Real Estate Research Institute, the Q-group, Federal Deposit Insurance Corporation-FDIC, and Morgan Stanley. He serves (or has served) as an editor/associate editor of Pacific-Basin Finance Journal, an associate editor of Journal of Financial Markets, and Review of Derivatives Research.
He has taught undergraduate, MBA and PhD courses at the Smeal College of Business, Penn State University, CUHK-Shenzhen and Tsinghua University.
SUBMISSION DEADLINE
The submission deadline is 24th April 2026. Authors of the accepted papers will be notified by 8th May 2026. The submitted paper must not have been accepted (or conditionally accepted) at a journal at the time of submission.
SUBMISSION FORMAT
Please submit: (1) a blind copy of your completed paper, and (2) a non-blind copy of your completed paper. Only PDF version is accepted.
Submit your paper here.
TBA
Asset Management Meeting, Brisbane
Hosted by the University of Queensland
16th - 17th of July 2026
Hosted by the University of Queensland
16th - 17th of July 2026