2nd Frontiers of Factor Investing Virtual Conference
Thursday 28 January 2021, 9:00am to Friday 29 January 2021, 3:00pm
Venue
OnlineOpen to
All Lancaster University (non-partner) students, Alumni, External Organisations, Postgraduates, Prospective Postgraduate Students, Public, StaffRegistration
Cost to attend - booking requiredRegistration Info
Register here.
Ticket Price
The fees for this conference are:- Academic registration: £120, PhD student registration: £80, Practitioner registration: £500.Event Details
Organised by 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
We 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 £1,000).
Paper Submission is now closed.
Papers should be submitted in electronic form (pdf) via email to emp@lancaster.ac.uk.
Please include your contact information and affiliation.
Organising Committee
David Chambers, Elroy Dimson, Anastasios Kagkadis, Harald Lohre, Ingmar Nolte, Sandra Nolte, Mark Shackleton, George Wang, Chelsea Yao
Speakers
Washington University in St Louis
Guofu Zhou is Frederick Bierman and James E. Spears Professor of Finance at Olin Business School of Washington University in St. Louis. He has a BS degree from Chengdu College of Geology, China, and a PhD in economics from Duke University.
University of Warwick and CEPR
Söhnke M. Bartram is a Professor in the Department of Finance at Warwick Business School. He is also a Research Fellow in the Financial Economics programme of the Centre for Economic Policy Research (CEPR), a Charter Member of Risk Who's Who, and a member of an international think tank for policy advice to the German government.
Tarun Gupta
Invesco Quantitative Strategies New York
Tarun joined the IQS team in 2019 to focus on innovative research to enhance quantitative research strategies and spearhead development of investment technology. He also serves as a member of IQS’s management team responsible for strategic planning and direction. Prior to joining Invesco, Tarun was a Managing Director at AQR Capital Management where he led a global research team that focused on alpha research, including the development and ongoing management of global trading strategies.
Contact Details
| Name | Teresa Aldren |
| Website |