Upcoming events

    • 14 Jun 2017
    • 5:45 PM (EDT)
    • NYU Kimmel Center, Room 914, 60 Washington Square South, New York, NY
    Climate Risks and Market Efficiency

    A Talk by Dr. Harrison Hong

    Wednesday, June 14th

    5:45 PM Registration
    6:00 PM Seminar Begins
    7:30 PM Reception


    Climate science finds that the trend towards higher global temperatures exacerbates the risks of droughts. We investigate whether the prices of food stocks efficiently discount these risks. Using data from thirty-one countries with publicly-traded food companies from 1985 to 2014, we rank these countries at the end of each year based on their long-term trends toward droughts using the Palmer Drought Severity Index. A poor trend ranking for a country forecasts relatively poor profit growth for the food companies in that country. It also forecasts relatively poor food stock returns in that country, even adjusting for a variety of risk benchmarks. This excess return predictability is consistent with food stock prices underreacting to climate change risks.

    (Joint work with Frank Weikai Li, Hong Kong University and Jiangmin Xu, Guanghua School of Management)



    Dr. Harrison Hong is Professor of Economics at Columbia University. He was previously the John Scully ’66 Professor of Economics and Finance at Princeton University until July 2016. He received his B.A. in economics and statistics with highest distinction from the University of California at Berkeley in 1992 and his Ph.D. in economics from M.I.T. in 1997. His work has covered diverse topics, including behavioral finance and market efficiency, agency and biased decisions, organizational diseconomies and performance, social interaction and investor behavior, and social responsibility and the stock market In 2009, he was awarded the Fischer Black Prize, given once every two years to the best American finance economist under the age of 40. He is a research associate at the National Bureau of Economic Research and currently an editor of the International Journal of Central Banking. He has been an associate editor at the Journal of Finance, Journal of Financial Intermediation and a Director of the American Finance Association.


    About the Series

    The IAQF's Thalesians Seminar Series is a joint effort on the part of the IAQF ( and the Thalesians ( The goal of the series is to provide a forum for the exchange of new ideas and results related to the field of quantitative finance. This goal is accomplished by hosting seminars where leading practitioners and academics present new work, and following the seminars with a reception to facilitate further interaction and discussion. 


    Registration Fees:
    Complimentary for IAQF members through this site
    Thalesians Members can register here for $25
    Non-Members: $25.00 by registering through this site
    • 22 Jun 2017
    • 6:45 PM (EDT)
    • NYU Kimmel Center, Room 914, 60 Washington Square South, New York, NY

    How to Succeed in Quantitative Finance

      6:45 PM: Doors Open
    7:00 PM - 8:30 PM: Presentation
    This program is geared towards students, recent graduates and early-career professionals.

    Topics will include: 

    • How to get the quantitative finance job you want
    • Real interview questions - and how to answer them
    • Great opportunities you may not be aware of
    • How to advance your career

    This program will be run by David Schwartz, Vice Chairman of the IAQF.  David’s career in quantitative finance spans top investment banks, a hedge fund and asset manager, and advisory firms.  He is a graduate of Columbia University’s MA program in Mathematics of Finance.


    Practice interview questions will be sent to those who register a week prior to the program. 

    Registration is Complimentary.
    • 14 Aug 2017
    • (EDT)
    • 19 Aug 2017
    • (EDT)
    • Skirball Center, New York University, 566 LaGuardia Place, New York, NY 10012


    IAQF Endorsed Event:

    Advanced Risk & Portfolio Management

    6-day Intensive Quantitative Course

    August 14-19, 2017

    New York University

    This 6-day intense course taught by Attilio Meucci provides broad picture and in-depth understanding of quantitative risk management and quantitative portfolio management for Asset Management, Banking, and Insurance, from instrument to enterprise risk level.

    Key features:

    • Education: intensive, heavily quantitative, comprehensive 6-day course, with 50 hours of instruction (lectures and practice sessions). Topics include portfolio construction, factor modeling, liquidity, trade execution, estimation/data mining, risk modeling, optimization, and much more…

    • Networking: Gala Dinner, Social Mixer, and other events with industry leaders, renowned academics and the 300+ fellow attendees. Past guests include Almgren, Carr, Derman, Dupire, Gatheral, Lipton, Litterman, Litzenberger, Lo, Madan, Mercurio, Shreve.

    • ARPM Lab: continued online access to ARPM’s body of knowledge, with cross-referenced theory, examples, case studies, solved exercises, interactive code, videos, slides. The ARPM Lab is constantly updated

    • Certifications 40 CFA Institute CE credits; 40 GARP CPD; Academic credit with Partner Universities; (optional) ARPM Certificate®

    • (Optional, free) pre- Bootcamp Conference

    • In operation since 2007, with over 2,000 alumni globally including industry leaders and respected academics


    **IAQF Members can register with the discounted Affiliates Rate. Please email for the discount code**

    Program | Video Testimonials

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