Q-Group Monthly Lunch Series - Robust statistics and financial economics

16 May 2018

Discussion leader: Colin Bowers


Metropolitan Hotel
1 Bridge St, Sydney
Level 2 room

Q-Group Monthly Lunch Series

Wednesday 16th May 12:30 - 13:30 (with option to continue to 14:00)

Discussion leader: Colin Bowers

Discussion Topic: Robust statistics and financial economics

Abstract: Robust statistics are rarely discussed in financial economics, both in academia, and the private sector. Yet the statistical properties of financial time-series appear to be precisely those that would suggest the application of robust statistics. I will open the discussion with a brief introduction to robust statistics and a few examples of how its application to equity returns can greatly improve on standard methods of estimation.

If you would like to attend, please rsvp using the following link:


We will respond to all rsvps so that you can be certain whether a spot has been allocated.

If you are interested in being the discussion leader for a particular topic, then please contact us at qcommittee@qgroup.org.au. In the long-term, our aim is for most (all?) members to lead a discussion at a lunch series event, so please do not be shy in contacting the committee.

Kind regards,

The Q-Group Committee

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