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March Conference: Quantamental Investing in Chinese Equities
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March Conference: Quantamental Investing in Chinese Equities

 Export to Your Calendar 3/11/2020
When: March 11, 2020
8:30 AM to 5:30 PM
Where: CFA Society
1540 Broadway #1010
New York, New York  10036
United States
Contact: Rebecca Harrington


Online registration is available until: 3/11/2020
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Description

 

Over the past year, the China A-shares equity market has been one of the most active areas for new product launches by asset managers. This has been driven by easier access for foreign investors, along with MSCI quadrupling the weight of these stocks within their widely followed benchmarks. Please join us as we take a comprehensive look at the latest research on China A-shares. We will have leading academics from Columbia, NYU Stern, and Hong Kong University along with practitioners from Invesco, Man Numeric, and Panagora sharing their insights and work on mainland China equity investing.

 

Agenda

8:30 – 9:00 a.m.              Registration, Breakfast

9:00 – 10:00 a.m.            Bhavtosh Vajpayee, Invesco, "Investing in China A-shares: Mainstream Yet?”

10:00 – 11:00 a.m.          Mickael Nouvellon, Man Numeric, “Are China A-shares an opportunity for investors?”

11:00 – 11:15 a.m.          Coffee break

11:15 – 12:15 p.m.          Jianan Liu, Hong Kong University, “Size and Value in China”

12:15 – 1:15 p.m.            Lunch

1:15 - 2:15 p.m                Jennifer N. Carpenter, NYU Stern, “The Real Value of China's Stock Market”

2:15 - 3:15 p.m.              Rohit Shrivastava, Panagora, “Quantitative Factor Investing in the China A-share Market: Revelations from a Contextual Alpha Model”

3:15 - 3:30 p.m.              Coffee break

3:30 –4:30 p.m.               Tri Vi Dang, Columbia University, "The Chinese Stock National Team and the Information Sensitivity of A-Shares"

4:30 – 5:30 p.m.              Cocktails

 

Pricing:

  • SQA Members Regular: $495.00
  • SQA Academic Members: $345.00
  • Transitional or Student: $250.00
  • Non-Member Affiliated: $545.00 
  • Non-members: $595.00

 

Speakers (click here for abstracts and bios)

 

Bhavtosh Vajpayee, Invesco, "Investing in China A-shares: Mainstream Yet?”

Mickael Nouvellon, Man Numeric, “Are China A-shares an opportunity for investors?”

Jianan Liu, Hong Kong University, “Size and Value in China”

Jennifer N. Carpenter, NYU Stern, “The Real Value of China's Stock Market”

Rohit Shrivastava, Panagora, “Quantitative Factor Investing in the China A-share Market: Revelations from a Contextual Alpha Model”

Tri Vi Dang, Columbia University, "The Chinese Stock National Team and the

Information Sensitivity of A-Shares"

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