2nd Frontiers of Factor Investing Conference

Posted on

Start Date

End Date

Deadline for paper submissions

Deadline for participant registration

Type

Conferences

2nd Frontiers of Factor Investing Conference Lancaster University, UK, April 2 – 3, 2020 
Call for Papers

Keynote Speakers

Söhnke M Bartram, Warwick Business School, University of Warwick

Tarun Gupta, Invesco Quantitative Strategies

Guofu Zhou, Olin Business School, Washington University in St. Louis

The Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP) at Lancaster University Management School, the Centre for Endowment Asset Management (CEAM) at the University of Cambridge and Invesco Quantitative Strategies invite the submission of papers in the field of factor investing and related research areas, including:

• Asset pricing • Financial econometrics • Investments • High-frequency finance • Factor selection, optimization and timing  • Volatility modelling • Global portfolio selection  • Pricing factors • Risk management • Big data & Machine learning • Factor allocation • Forecasting • Model selection • Extreme event modelling • News sentiment • Return predictability

The best paper will be awarded the Invesco Factor Investing Prize (GBP 1000). 

Closing Date for Paper Submission:  January 15, 2020

Papers should be submitted in electronic form (pdf) via email to emp@lancaster.ac.uk. Please include your contact information and affiliation.  

Organising Committee

David Chambers, Elroy Dimson, Anastasios Kagkadis, Harald Lohre, Ingmar Nolte, Sandra Nolte, Mark Shackleton, George Wang, Chelsea Yao 

For more information, go to http://wp.lancs.ac.uk/fofi2020/ 

Application Information

Full Name
Cover Letter
Password
Your Account Password

Posted on

Start Date

End Date

Deadline for paper submissions

Deadline for participant registration

Type

Conferences

Lancaster%20University%2C%20Bailrigg%2C%20LA1%204YX%2C%20Lancaster%2C%20United%20Kingdom

Lancaster University, Bailrigg, LA1 4YX

Lancaster , United Kingdom