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Call for Papers and Participants Announced for 20th Annual Asia-Pacific Futures Research Symposium

The Asia-Pacific Futures Research Symposium (APFRS) is now calling for innovative research papers describing original ideas, groundbreaking results and/or quantifiable solutions for the 2010 symposium. The APFRS presents state-of-the-art research by leading academics and practitioners with original, peer-reviewed papers and a discussant session, as well as keynote addresses by luminaries in the field. Submissions are encouraged that highlight real-world analysis on topics of interest including, but not limited to, financial and commodity derivatives, hedge funds, risk management, stochastic modeling, algorithmic trading and financial engineering applications.  

All submissions must be received by Nov. 1, 2009, to be considered. Submit your paper, written in English, as a MicroSoft Word or a PDF file to APFRS@kent.edu, with the subject line "Submission." Please include author information in a separate attachment. Papers accepted for presentation at the symposium also will be considered for a special issue of Journal of Future Markets or Review of Futures Markets. Presenters (one per paper) will receive two-night hotel accommodations at the Four Seasons Hotel, in Hong Kong, during the 2010 symposium to be held Feb. 25 to 26, 2010, at the hotel.  

As the APFRS celebrates its 20th anniversary, the mission to promote research and enhance development of global derivative markets in the Asia-Pacific realm remains true today. The APFRS began 20 years ago when the Chicago Board of Trade hosted its first symposium in Hong Kong. The symposium is now organized by the Center for Financial Engineering at Kent State University, home to an internationally respected financial engineering program.

To participate or attend the APFRS, send a request to APFRS@kent.edu with the subject line "Invitation." There is no registration fee; attendance is by invitation only.  

The success of the APFRS is due in large part to generous funding from local and global sponsors, including the Chicago Board of Trade Education Foundation, Hong Kong Institute for Monetary Research, Institute for Financial Markets, Hong Kong Baptist University and Xiamen University. We invite you to support the APFRS and increase your visibility while enhancing your reputation within the futures industry. Sponsorship can be an effective tool for corporate name recognition and the futures industry. For more information, please contact Dr. Mark Holder at mholder@kent.edu.

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Media Contacts:
Michelle Parrish, mparris3@kent.edu, 330-672-2717
Kevin Brosien, kbrosie1@kent.edu, 330-672-8589

 
 

This page was last modified on September 8, 2009