5th Frontier of Factor investing Conference

Wednesday 15 April 2026, 10:00am to Friday 17 April 2026, 4:30pm

Venue

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

Open to

External Organisations, Postgraduates, Staff

Registration

Cost to attend - booking required

Registration Info

Registration will be opening shortly.

Ticket Price

Participation Fee: PhD Student Registration - £180 Academic Registration - £280 Practitioner Registration - £500 Additional Conference Dinner for non-conference attendees (guests) - £80

Event Details

5th Frontiers of Factor Investing Conference

The Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP) at Lancaster University Management School, Invesco,RobecoandQuoniaminvite colleagues to the next Frontiers of Factor Investing Conference. the themes will relate to the field of factor investing and related areas:

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

Speakers

Álvaro Cartea

University of Oxford

Álvaro is Professor of Mathematical Finance in the Mathematical Institute, University of Oxford and director of the Oxford-Man Institute of Quantitative Finance.

Andrew J. Patton

Duke University

Andrew's research interests lie in financial econometrics, with an emphasis on forecasting volatility and dependence, forecast evaluation methods, and empirical asset pricing.

Matthias Hanauer

Robeco

Matthias is a Researcher at Robeco’s Quant Equity Research team. His areas of expertise include international factor premia and stock selection research.

Semyon Malamud

Swiss Federal Institute of Technology

Semyon is an Associate Professor of Finance at the Swiss Federal Institute of Technology in Lausanne and the Director of the Financial Engineering Section.

Svetlana Bryzgalova

London School og Business

Svetlana's research interests covers empirical asset pricing, financial econometrics and macrofinance.

Contact Details

Name Teresa Aldren
Email

t.aldren@lancaster.ac.uk
Website

https://wp.lancs.ac.uk/fofi2026/

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Directions to LUMS Lecture Theatre 1

This venue is accessible via the LUMS B Floor corridor.