Insights from Two Centuries of International Equity Returns: The Long-run Reversal in the Long Run

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Date/Time

Date(s) - 14/08/19
12:00pm - 1:30pm

Location

Ballroom, YBF Ventures, 520 Bourke Street, Melbourne
520 Bourke Street


Luncheon with Dr. Adam Zaremba

Wed | 14 August 2019 | 12:00 pm – 1:30 pm | Ballroom, YBF Ventures, 520 Bourke Street, Melbourne

Dr. Zaremba will share his recent research findings on long-term return reversal in national equity indices, with data from 71 countries for the years 1830 through 2019. The research demonstrates the past long-term return negatively predicts future performance. The reversal effect is robust to many considerations and could potentially be translated into profitable asset allocation strategies for investors, particularly those able to tolerate long periods of relative underperformance.

About the Speaker

Dr. Adam Zaremba is an Associate Professor of Finance at Dubai Business School, University of Dubai. Dr. Zaremba’s industry experience involves investment advisory, management of fixed income and equity portfolios, development of financial products, management of funds-of-funds, and M&A transaction valuation and due diligence.

Dr. Zaremba’s research has been published in numerous academic and practitioner-oriented journals, including the Journal of Portfolio Management, Journal of Banking and Finance, Journal of Investing and the Journal of Alternative Investments. For more information, please see http://adamzaremba.pl/publications/.

 RSVP

Seats are limited. Please RSVP to Shelley.Steart@monash.edu by COB Monday, 12th Aug 2019. Let us know if you have any special dietary requirements for catering purpose.