4th Frontiers of Factor Investing Conference

Wednesday 24 April 2024, 9:00am to Friday 26 April 2024, 4:00pm


Lancaster Conference Centre - View Map

Open to

External Organisations, Postgraduates, Staff


Cost to attend - booking required

Registration Info

Online Registration opens is now opened. Please register here:-

Ticket Price

Participation Fee: PhD Student Registration - £150 Academic registration - £250 Practitioner registration - £500 Additional Conference Dinner for non-attendees (guests) £65

Event Details

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

Papers will be in the areas of:-

  • 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)


Laurens Swinkels

Erasmus University and Robeco

Laurens is an Associate Professor of Finance at Erasmus University in Rotterdam and Executive Director and Head of Quant Strategy at Robeco’s Sustainable Multi-Asset Strategies team. His areas of expertise include allocation research and empirical asset pricing. He teaches Finance courses and has published his academic work in peer-reviewed journals such as Journal of Financial Economics.

Magnus Dahlquist

Stockholm School of Economics

Magnus Dahlquist is the Peter Wallenberg Professor of Finance at the Stockholm School of Economics (SSE). Magnus is also a Research Fellow with the Centre for Economic Policy Research (CEPR), London, and with the Network for Studies on Pensions, Aging and Retirement (NETSPAR) in the Netherlands. Magnus’ research interests lie in asset management, asset pricing, and international finance. His current research focuses on (i) the investment behavior of individuals and institutions, and the design

Marcin Kacperczyk

Imperial College London

Marcin's research interests are in the areas of sustainable investments, climate finance, information economics, financial intermediation, and financial stability. He is a Research Associate at the Center for Economic Policy Research and the managing editor of the Review of Finance. Marcin’s work has been widely covered by media, such as CNN, CNBC, Bloomberg, WSJ, FT, NYT, Business Week, U.S. News, and Washington Post. He is a past holder of the European Research Council research grant and forme

Scott Wolle


Scott's role is to oversees multiple, related capabilities including macro investing, systematic equities, and portfolio advisory. Within the macro investing sphere, his responsibilities span risk parity, dynamic multi-factor, commodities, and various derivatives-based strategies. Systematic equities include custom factor-based portfolios and tax-managed strategies. The advisory teams cover a broad spectrum of clients, from financial advisors to large institutions.

Contact Details

Name Teresa Aldren




Directions to Lancaster Conference Centre

The Lancaster Conference Centre is located to the west of the campus, next to the Lancaster House Hotel. If you are coming by car, we recommend parking somewhere on campus and then finding your way to the Conference Centre.