2nd Frontiers of Factor Investing Conference Lancaster University, UK, April 2 – 3, 2020
Call for Papers
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 firstname.lastname@example.org. Please include your contact information and affiliation.
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/
Lancaster University, Bailrigg, LA1 4YX
Lancaster , United Kingdom