Biography

Lecturer in Finance and director of the MSc Finance (Investment  & Asset Management). Research interests focus on quantitative investment strategies, portfolio management and risk analysis across multiple asset classes.  I focus on producing research that is both suitable for publication in high ranking journals and has impact on the finance industry.  

My research and teaching are informed by significant industry experience as a quantitative equity investment manager, with recognized excellence in both the traditional (Best UK Equity Fund – Financial Times) and alternative (Best Equity Market Neutral Fund – Euromoney) sectors. I co-founded Aphelion Capital, an equity based hedge fund manager which reached $1.2bn asset under management. My industry experience has been a key component in a number of successful funding applications.

Research Interests

My core research output is in the area of investment management, with interest in quantitative investment strategies, portfolio construction and risk management. I have recently extended into the area of ML and AI in investments, a key industry trend. I am work with colleagues in the Department of Engineering, investigating issues at the intersection of alternative energy and finance. I target both top ranked journals (ABS 3 & 4) and industry impact.

Peer Reviewed Journals

  Year Publication
(2021) 'Can European Electric Utilities Manage Asset Impairment Arising from Net Zero Carbon Targets'
C Hickey, J O'Brien, B Caldecott, C McInerney, B O'Gallachoir (2021) 'Can European Electric Utilities Manage Asset Impairment Arising from Net Zero Carbon Targets'. Journal of Corporate Finance, 70 [Details]
(2021) 'When it pays to follow the crowd: Strategy conformity and CTA performance'
Bollen, Nicolas P. B.; Hutchinson, Mark C.; O'Brien, John (2021) 'When it pays to follow the crowd: Strategy conformity and CTA performance'. Journal Of Futures Markets, 41 (6):875-894 [DOI] [Full Text] [Details]
(2020) 'Time series momentum and macroeconomic risk'
Hutchinson M.C.;O'Brien J. (2020) 'Time series momentum and macroeconomic risk'. International Review of Financial Analysis, 69 [DOI] [Details]
(2018) 'Testing futures trading strategy assumptions'
Hutchinson, M.C. and O'Brien, J. (2018) 'Testing futures trading strategy assumptions'. The Journal of Alternative Investments, [Details]
(2018) 'Does convertible arbitrage risk exposure vary through time?'
Gallagher, Liam; Hutchinson, Mark C.; O’Brien, John (2018) 'Does convertible arbitrage risk exposure vary through time?'. Review of Pacific Basin Financial Markets and Policies, 21 (4) [DOI] [Full Text] [Details]
(2017) 'Just a One Trick Pony? CTA Risk and return'
O'Brien, J; Foran, J; Hutcinson, M; McCarthy,D (2017) 'Just a One Trick Pony? CTA Risk and return'. The Journal of Alternative Investments, [Details]
(2017) 'What is the cost of faith? An empirical investigation of Islamic purification'
Hutchinson, Mark C.; Mulcahy, Mark; O'Brien, John (2017) 'What is the cost of faith? An empirical investigation of Islamic purification'. Pacific-Basin Finance Journal, [DOI] [Full Text] [Details]
(2014) 'Is this time different? Trend- following and financial crises'
Hutchinson M.;O'Brien J. (2014) 'Is this time different? Trend- following and financial crises'. The Journal of Alternative Investments, 17 (2):82-102 [DOI] [Details]

Book Chapters

  Year Publication
(2020) 'Smooth Transition Regressions'
M Hutchinson, L Gallagher, J O'Brien (2020) 'Smooth Transition Regressions' In: Handbook of Financial Econometrics, Mathematics Statistics and Technology. New York: World Scientific. [Details]

Conference Publications

  Year Publication
(2022) Irish Accounting and Finance Association
J. O'Brien, P Deeney, D Mandikani (2022) Estimating Financial Risks Caused by Random Repair Costs Using Three Weibull Distributions Irish Accounting and Finance Association Maynooth, Ireland, [Details]
(2022) Irish Academy of Finance
J O'Brien, M. Hutchinson, P. O'Reilly (2022) Are carry, momentum and value still there in currencies? Irish Academy of Finance Malahide, Ireland, [Details]
(2021) Financial Management Association Europe
J O'Brien, M. Hutchinson, N. Bollen (2021) When it pays to follow the crowd: Strategy Conformity and CTA Performance Financial Management Association Europe Virtual, [Details]
(2019) International Conference on Economics and Finance Conference
S Emerson, R Kennedy, L. O'Shea, J O'Brien (2019) Trends and Applications of Machine Learning in Quantitative Finance International Conference on Economics and Finance Conference [Details]
(2019) Hedge Fund Research Conference
J O'Brien, M. Hutchinson, N. Bollen (2019) When it pays to follow the crowd: Strategy Conformity and CTA Performance Hedge Fund Research Conference Paris, France, [Details]
(2019) Conference on Climate Change Finance
J.O'Brien, C Hickey (2019) Can European electric utilities manage asset impairments arising from carbon neutrality targets? Conference on Climate Change Finance Paris, France, [Details]
(2018) INFINITI
J.O'Brien, M. Hitchinsom (2018) Testing Future Trading Strategy Assumptions INFINITI Poznan, Poland, [Details]
(2018) Multinational Finance Society
J O'Brien, M. Hutchinson, L. Gallagher (2018) Does Convertible Arbitrage Risk Exposure Vary Through Time? Multinational Finance Society Budapest, Hungary, [Details]
(2018) Financial Management Association Europe
J O'Brien, M. Hutchinson, L. Gallagher (2018) Does Convertable Arbitrage Risk Exposure Vary Through Time? Financial Management Association Europe Kristiansand, Norway, [Details]
(2017) INFINITI
O'Brien,J; Hutchinson, M; (2017) Time Series Momentum and Macroeconomic Risk INFINITI Valencia, Spain, [Details]
(2017) Financial Management Association Europe
O'Brien, J; Foran, J; Hutcinson, M; McCarthy,D (2017) Just a One Trick Pony? CTA Risk & Return Financial Management Association Europe Lisbon, Portugal, [Details]
(2015) Financial Management Association
O'Brien J. and Hutchinson M.C. (2015) Time Series Momentum and Macroeconomic Risk Financial Management Association Orlando, USA, [Details]
(2015) Financial Management Association Europe Meetings
O'Brien J. and Hutchinson M.C. (2015) Time Series Momentum and Macroeconomic Risk Financial Management Association Europe Meetings Venice, Italy, [Details]
(2014) Financial Management Association Europe Meetings
Hutchinson M.C. and O'Brien J. J. (2014) 'Is This Time Different? Trend Following and Financial Crises Financial Management Association Europe Meetings Maastricht, Neatherlands, [Details]
(2014) QuantInvest 2014
Hutchinson, M; O’Brien, J. (2014) Is This Time Different? Trend Following and Financial Crises QuantInvest 2014 London, UK, [Details]
(2014) Financial Management Association
Hutchinson, M.; O’Brien, J (2014) Is This Time Different? Trend Following and Financial Crises Financial Management Association Nashville, TN, USA, [Details]
(1993) 2nd ESA Electronic Components Conference, EECC'93
O'Brien, J.; Lidholm, S.; (1993) Efficiency Assessment of JTAG Boundary Scan Architecture As Outlined in the IEEE P1149.1 Standard 2nd ESA Electronic Components Conference, EECC'93 Noordwijk, The Netherlands, , 05-JAN-93 - 30-DEC-99 [Details]
(1993) Proceedings Eurochip Workshop on VLSI Design Training
Lidholm, S. and O'Brien, J. ; (1993) An IC Test Vehicle for Design for Testability Analysis Proceedings Eurochip Workshop on VLSI Design Training Toledo, Spain, , pp.130-135 [Details]

Professional Associations

  Association Function From / To
CFA Institute CFA Charterholder /

Education

  Year Institution Qualification Subject
1998 UCC B.A. (Joint Hons.) Economic & Archaeology
1993 UCC MEngSc Digital Electronics
2017 UCC PhD Finance
2009 UCC MSc (Finance) Finance
1991 UCC B.Eng. Electrical Engineering

Outreach Activities

  Description

A&F Representative to CAIA Association Chartered Alternative Investment Analysts

Other Activities

  Description

External Examiner
Institute of Banking, UCD

Chief External Examiner,
Accounting, Finance and Economics
Coventry University