Konark Saxena

Senior Lecturer

School of Banking & Finance - PhD, University of California at Los Angeles | MBA, Indian School of Business | BTech, Indian Institute of Technology

  • Bio
  • Publications & Research
  • Teaching & Supervision
  • Engagement

About Konark

Konark Saxena is a Senior Lecturer at the School of Banking and Finance, UNSW. He holds a PhD in finance from UCLA, an MBA from the Indian School of Business, and a B. Tech. in Computer Science and Engineering from the Indian Institute of Technology.

His research addresses asset pricing questions with a focus on studying the relation between risk and return of financial assets from a theoretical, empirical, and econometric perspective. This includes the study of mean-variance efficient portfolio construction, macro-finance, interest rates, factor models, real estate, and quantitative portfolio management. 

His published research analyses how to construct improved factor models that allows both researchers and practitioners to better measure and capture alpha (risk-adjusted returns). 

Another aspect of his published research studies aggregate risks that investors are concerned about when they determine asset prices. This includes a paper that proposes a novel mechanism of how interest rates influence equity prices, and a paper that argues that exposure to double whammy shocks, those which influence both aggregate cash flows and discount rates, are responsible for significant differences in returns across equity portfolios such as large-cap and small-cap.

konarksaxena