CUHK Business School Finance Ph.D. Student Earn Recognition at the 6th Annual CQAsia Conference
Professor Jay Cao and Ph.D. candidate Elaine Zhang presented their work entitled “Socially Responsible Investing and Stock Market Efficiency” at the 6th annual CQAsia Conference held in Hong Kong on 1-2 November 2017.
Hosted by Bank of America Merrill Lynch and its Scientific Implementation Group (SIG), in partnership with the Chicago Quantitative Alliance (CQA), the 6th annual CQAsia Conference was held in Hong Kong on 1-2 November 2017.
Representing The Chinese University of Hong Kong (CUHK) Business School, Associate Professor Jay Cao and year 2 Ph.D. student Elaine Zhang, both from the Department of Finance, presented their work entitled “Socially Responsible Investing and Stock Market Efficiency” at the conference.
Graduated from the Quantitative Finance and Risk Management Science undergraduate programme with First Class Honours, the high-flyer Zhang was admitted to School’s Finance Ph.D. programme last year. Her research focuses on the area of empirical asset pricing and quantitative trading strategies. To gain deeper insights into the finance industry, Zhang conducted her summer internship this year as a quantitative analyst at LIM Advisors, one of Hong Kong’s oldest hedge funds. She is also a CFA Level III candidate.
Zhang performed outstandingly in the presentation and received encouraging feedback from some of the leading quantitative investment practitioners who attended the conference, including:
“Elaine was pretty confident and gave a good presentation.”
– Dr. Daniel Giamouridis, Global Head of Scientific Implementation, Global Portfolio Products, Bank of America Merrill Lynch
“Elaine is a sharp thinker and apparently very well prepared for the topics that she discusses. I like her approaches as she stays close to practitioners in the hedge fund industry.”
– Dr. Jeff Yan, Chief Quant, Poincare Capital
“I thought Elaine did a very good job. She clearly knew her material and spoke articulately.”
– Mr. Richard Goldman, Head of Market Development, Buy Side, North Asia, Thomson Reuters – Financial & Risk
The annual CQAsia Conference is a two-day event held in Hong Kong in November each year. An exclusive event for members only, the attendees represent many of the major investment firms and universities involved in quantitative investment strategies, and the speakers are from the United States, Europe, and the Asia-Pacific region.
CQAsia is the Asian Chapter of the Chicago Quantitative Alliance (CQA). The CQA is a professional investment organisation consisting of leading quantitative investment practitioners. The membership includes investment managers, academics, plan sponsors, consultants and other investment professionals. The primary goal of the CQA is to facilitate the interchange of ideas among quantitative professionals.
CUHK finance faculty members and Ph.D. students seized the 2014 and 2016 CQAsia academic competition award (Hong Kong), as well as the 2017 CQA academic competition award (Chicago), for their cutting-edge research closely related to the investment practice.
“We are proud of developing the capacity of working with the industry in generating research knowledge of applied usage. Our Ph.D. students can server as ‘catalyst’ for such collaboration,” said Prof. Jay Cao, coordinator of CUHK Finance Ph.D. programme. “Our recent Ph.D. graduates have successfully drawn attention in the job market from both top research schools in the U.S. and Europe, as well as from bulge bracket investment banks and hedge funds in New York and London. We aim to attract more outstanding talents to join our Ph.D. programme.”