Associate Professor
Associate Professor Konark Saxena
- Ph.D. in Finance, Anderson School of Management, UCLA 2008–2011
Advisors: Richard Roll, Bhagwan Chowdhry, and Mark Grinblatt
- M.B.A., Indian School of Business 2005–2006
- B. Tech. in Computer Science and Engineering, Indian Institute of Technology 1998–2002
Business School
Sch of Bank & Fin
Research Interests: Asset pricing and quantitative portfolio management based on factor models, macro-finance, and long-term sustainability considerations such as climate risk. Research expertise and industry experience in asset management.
Konark has published in top finance journals including Review of Financial Studies, Journal of Financial Economics, and Journal of Financial and Quantitative Analysis. 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.
Phone
+61 2 9065 1806
E-mail
Location
UNSW Business School - Ref E12
Level 3, Office 316
- Publications
- Awards
- Grants
- Media
Publications
Awards
2016 Best Paper Award at the 6th Behavioral Finance and Capital Markets Conference for “Is the active fund management industry concentrated enough?” (with D Feldman and J Xu)
2013 Stephen A. Ross Best Paper Award among articles published in Finance Research Letters in 2013 for “Development and freedom as risk management” (with B Chowdhry and R Roll)