3rd Frontiers of Factor Investing Conference

Thursday 15 September 2022, 8:30am to Friday 16 September 2022, 5:30pm

Venue

LUMS Lecture Theatre 1, Lancaster, , LA1 4YX - View Map

Open to

Alumni, External Organisations, Postgraduates, Staff

Registration

Cost to attend - booking required

Registration Info

Registration for the Conference will open by end of May 2022.

Ticket Price

Details to follow.

Event Details

3rd Frontiers of Factor Investing Conference

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, Robeco and Invesco 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
  • Fintech, DeFi & Crypto
  • Alternative Data
  • Extreme Event Modelling

There will be two best paper prizes awarded at the conference: the Invesco Factor Investing Prize (GBP 1,000) and the Robeco Sustainable Investing Prize (GBP 1000).

Closing Date for Paper Submission: May 15, 2022

Papers should be submitted in electronic form (pdf) via email to emp@lancaster.ac.uk. Please include your contact information and affiliation. The conference is planned to be held 100% in person at Lancaster University, we are, however, prepared to go fully virtual should a pandemic situation arise.

Download our Call for Papers

Organising Committee

David Chambers, Matthias Hanauer, Anastasios Kagkadis, Andrei Kirilenko, Harald Lohre, Ingmar Nolte, Sandra Nolte, Viorel Roscovan, Carsten Rother, Mark Shackleton, Laurens Swinkels, George Wang, Chelsea Yao

Speakers

Amit Goyal

University of Lausanne and Swiss Finance Institute

Amit Goyal is the Swiss Finance Institute Professor of finance at the University of Lausanne. Formerly on the faculty of the Goizueta Business School at Emory University (USA), he holds a Ph.D. in Finance from UCLA (USA). His main research interests are in investments and portfolio strategies (across stocks, bonds, and options); and pension funds’ investments. He is a regular speaker at leading finance conferences worldwide, and his research papers have been published in the top academic journal

Bernhard Langer

Invesco Quantitative Strategies

Bernhard Langer started his investment career in 1989 with Bayerische Vereinsbank, moving to their Asset Management function where he led the strategy team from 1992 on. He joined Invesco in 1994 as portfolio manager for equities and became head of equities in 1996 and Chief Investment Officer in 2000 for Germany. In 2002 he took over the responsibility for the Quantitative Strategies Group (International). In January 2009 Bernhard became CIO, Global Quantitative Equity and is responsible for th

Lin William Cong

Cornell University

Lin William Cong is the Rudd Family Professor of Management and Associate Professor of Finance at the Johnson Graduate School of Management at Cornell University, where he is the founding faculty director for the FinTech Initiative. He is also a Kauffman Foundation Junior Faculty Fellow, Poets & Quants World Best Business School Professor, and editorial board member for top business and finance journals such as the Management Science. Prior to joining Cornell, he was an assistant professor of Fi

Markus Leippold

University of Zurich and Swiss Finance Institute

Markus Leippold is a professor at the University of Zurich, where he holds the Chair in Financial Engineering. Before joining the University of Zurich in 2009, Markus was an associate professor in quantitative finance at Imperial College Business School, London. In 2005, he was a visiting professor at the Federal Reserve Bank in New York. Markus obtained his Ph.D. in economics from the University of St.Gallen, Switzerland, in 1999, and after some years in the financial industry, he started as an

Weili Zhou

Robeco

Weili joined Robeco’s Quant team in 2006. Currently she heads the Quant Equity Research Department developing innovative investment strategies based on next-generation technology and advanced sustainability integration. Also, she serves as a member of the management team. Weili’s areas of expertise include stock selection, portfolio optimization, and trading costs research. She has published in various academic and industry journals, including the Journal of Banking and Finance, Financial Analy

Contact Details

Name Teresa Aldren
Email

t.aldren@lancaster.ac.uk

Directions to LUMS Lecture Theatre 1

This venue is accessible via the LUMS B Floor corridor.