Associate Professor Konark Saxena

Konark is an Associate Professor at the School of Banking and Finance, UNSW. He is also the Academic Program Director of the Master of Financial Analysis program. He teaches course related to investing, financial econometrics, and financial technology.

Konark's research expertise and industry experience includes various aspects of portfolio construction such as portfolio optimization, asset allocation, factor investing, and macro-finance. He also researches the asset management industry's organization, and how fund manager incentives and their efforts in producing original research influences their alpha production.

Konark also works on the connection between financial markets and climate risk.

Konark has published in top finance journals including Review of Financial Studies, Journal of Financial Economics, Journal of Financial and Quantitative Analysis, and Journal of Corporate Finance. His research has also been published in leading industry journals such as Journal of Portfolio Management. His research received media coverage in Forbes, UBS's "Academic Research Monitor", the Practical Applications journal,  and Barclay's "Trending Academic Research".

On sabbatical, Konark visited University of California Los Angeles (UCLA), University of Notre Dame University, McGill University, and University of British Columbia.

Konark also has industry experience in constructing factor portfolios, multi-asset portfolios, macro factors, sustainability investing, carbon aware investing, downside risk protection, and enhanced indexing. He worked for one of the largest asset managers, UBS Asset Management, while on leave from UNSW, where he applied his research expertise to help various division in the firm.