Q-Group Monthly Lunch Series - Smart Beta Bond Portfolios

24 Jan 2018

Jason MacQueen


Metropolitan Hotel
1 Bridge St, Sydney
Level 2 room

Q-Group Monthly Lunch Series

Wednesday 24th January 12:30 - 13:30 (with option to continue to 14:00)

Discussion leader: Jason MacQueen

Discussion Topic: Smart Beta Bond Portfolios

Additional Info: Jason is director of research at Northfield Information Services.

Abstract: In this research exercise, we are looking at using the composition of the Smart Equity Portfolios to build a set of corresponding Smart Corporate Bond portfolios. The holding of each equity is replaced with a corporate bond issued by the same company. To do this, we use the Merton formulation of a corporate bond as effectively consisting of a combination of the underlying equity and some (risk-free) treasury bonds.

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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