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Call for Papers - 4th Frontiers of Factor Investing Conference - Lancaster University, UK, 24th-26th April 2024

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  • The Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP) at Lancaster University Management School, Invesco, Robeco and Quoniam are delighted to host the 4th Frontiers of Factor Investing Conference. 

Keynote Speakers


Magnus Dahlquist - Stockholm School of Economics
Marcin Kacperczyk - Imperial College London
Laurens Swinkels - Erasmus University Rotterdam and Robeco
Scott Wolle - Invesco

The Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP) at Lancaster University Management School, Invesco, Robeco and Quoniam invite the submission of papers in the field of factor investing and related areas:

  • Asset Pricing    
  • Financial Econometrics
  • Investments    
  • High-Frequency Finance
  • Factor Allocation     
  • Volatility Modelling
  • Risk Management    
  • News Sentiment
  • Sustainable Investing   
  • Machine Learning
  • Climate Finance
  • Alternative Data    
  • Fintech, DeFi & Crypto
  • Extreme Event Modelling

There will be three best paper prizes awarded at the conference:

  • Invesco Factor Investing Prize (GBP 1,000)
  • Robeco Sustainable Investing Prize (GBP 1,000)
  • Quoniam Innovation in Data-Driven Investing Prize (GBP 1,000)

Closing Date for Paper Submission: 15th December 2023

Papers (PDF) should be uploaded electronically via Google Forms. Please include all requested contact information for all authors. The conference is in-person and held at Lancaster University. No online sessions are offered.

Organising Committee:

Mykola Babiak, Matthias Hanauer, David Happersberger, Anastasios Kagkadis, Olga Kolokolova, Harald Lohre, Ingmar Nolte, Sandra Nolte, Carsten Rother, Mark Shackleton, Maximilian Stroh, Jerry Sun, George Wang, Chelsea Yao
 

More Information

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