Frontiers of Factor Investing Conference

Monday 23 April 2018, 9:00am to Tuesday 24 April 2018, 5:00pm

Venue

Lancaster House Hotel, Lancaster

Open to

Postgraduates, Staff

Registration

Cost to attend - booking required

Registration Info

To register and for further details please visit the Conference registration website.

Ticket Price

Fees Academic registration: £100 PhD student registration: £60 Practitioner registration: £500 This includes registration for the conference, refreshments and conference dinner.

Event Details

The conference will be hosted by the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP) in collaboration with Invesco Quantitative Strategies.

Keynote Speakers

Marie Brière, Amundi Asset Management & Paris Dauphine University

Michael Fraikin, Invesco Quantitative Strategies

Daniel Giamouridis, Bank of America Merrill Lynch

Raman Uppal, EDHEC Business School and CEPR

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

  • Asset pricing
  • Investments
  • Factor selection, optimisation and timing
  • Global portfolio selection
  • Risk management
  • Factor Allocation
  • Pricing Factors
  • Return predictability
  • Financial econometrics
  • High-frequency finance
  • Volatility modelling
  • News sentiment
  • Big data and machine learning
  • Forecasting Model selection
  • Extreme event modelling

The best paper will be awarded the Invesco IQS Factor Investing Prize (GBP 2000).

Closing data for paper submission: 15th January 2018.Papers should be submitted in electronic format (pdf) via email to emp@lancaster.ac.ukPlease include your contact information and affiliation.Download our Call For Papers

Speakers

Brière, Marie

Center at AMUNDI (Asset Management of Crédit Agric

Marie Brière is Head of Investor Research Center at AMUNDI (Asset Management of Crédit Agricole and Société Générale) in Paris. She is also Affiliate Professor with Paris Dauphine University and Associate Researcher with the Centre Emile Bernheim at Solvay Business School, Université Libre de Bruxelles.

Fraikin, Michael

Invesco Perpetual

Based in Frankfurt, Germany, Michael is Global Head of Research of the Invesco Quantitative Strategies team. He started his investment career in 1991 as an investment analyst with Commerzbank and was then promoted to deputy head of quantitative stock selection research.

Giamouridis, Daniel

Bank of America Merrill Lynch

Uppal, Raman

EDHEC Business School

Raman Uppal is Professor of Finance at Edhec Business School. He holds a bachelors degree in Economics (Honors) from St. Stephen’s College, Delhi University, and M.A., M.B.A and Ph.D. degrees from The Wharton School of the University of Pennsylvania. Prior to working at Edhec Business School, he was at London Business School and the University of British Columbia. He has held visiting positions at Catholic University (Leuven), the MIT Sloan School of Management, and LSE & Political Science.

Contact Details

Name Teresa Aldren
Email

t.aldren@lancaster.ac.uk
Telephone number

+44 1524 510906
Website

http://wp.lancs.ac.uk/fofi2018/