Melbourne Asset Pricing Meeting
Details regarding the 9th Annual Melbourne Asset Pricing Meeting will be available here shortly.
The 8th Annual Melbourne Asset Pricing Meeting was held online on Tuesday 26th October 2021.
The meeting was well attended, with nearly 80 participants from across the globe and a range of FIRN institutions. The meeting started with a great keynote address by Professor Kenneth R French (Dartmouth) titled “Using and Abusing Factors”, followed by 7 interesting papers, discussions and Q&As. Links to the papers and videos of the presentations, discussions and Q&A are available below.
- The Best Paper Prize was awarded to “Scale or Yield? A Present-Value Identity” presented by Lukas Kremens (University of Washington).
- The Best Discussion Prize was awarded to Yichao Zhu (ANU) for his discussion of “Unlocking ESG Premium from Options”.
The organisers Patrick Kelly, Yoon Kang Lee, and Oliver Randall want to thank everyone for contributing to a great day, and look forward to next year’s conference, hopefully welcoming everyone back to campus at the University of Melbourne.
Location : The University of Melbourne via Zoom
AWARDS: Prizes of A$1,000 were awarded to the best paper and to the best discussion at the meeting.
PROGRAM COMMITTEE: Patrick Kelly, Yoon Kang Lee, and Oliver Randall.
For further information about the meeting please send an email to firstname.lastname@example.org.