Event Details

IEKTS seminar presented by Harald Lohre, Executive Director of Research, Robeco. Title of paper: Next-gen Quant Investing

Factor Investing at Robeco

Harald Lohre, Executive Director of Research, Robeco

About the Speaker:

Dr. Harald Lohre is Executive Director of Research in the Quant Equity Research Team of Robeco. Previously, he was a member of the global management team at Invesco Quantitative Strategies, managing multi-asset activities and research. Prior to that, Harald was the Head of Quantitative Research and Portfolio Manager on the Quantitative Asset Allocation Team of Deka Investment GmbH. Before joining Deka, he had completed his Doctoral Studies in Finance summa cum laude at the University of Zurich while working as an Analyst in the Quantitative Strategies Team of Union Investment. Harald holds a Diploma in Mathematical Finance from the University of Konstanz and is a past Fellow of the Centre for Endowment Asset Management (CEAM), Cambridge Judge Business School.

Being an Honorary Researcher at the Department of Accounting and Finance of Lancaster University Management School as well as a Research Fellow at the Hamburg Financial Research Center, Harald constantly bridges theory and practice to identify and manage salient drivers of capital market returns using quantitative techniques. His work has been widely published in academic and practitioner journals alike, including the Journal of Empirical Finance, the Financial Analysts Journal, European Financial Management, the Journal of Portfolio Management, the Journal of Fixed Income, or the Journal of Risk. Harald has been awarded several research grants, and he is the winner of The Sir Clive Granger Memorial Best Paper Prize. Harald serves on the research committee of Inquire Europe and as Associate Editor of the Journal of Systematic Investing.

Date and Times:

17th November 2023

12:00-14:00 (lunch served at 11:50, talk to start at 12:15)

Venue:

MAN – Mngt School LT 05

Lancaster University Management School

Bailrigg, Lancaster, LA1 4YX

Registration:

Places are limited, please email Ms. Julie Stott at j.stott2@lancaster.ac.uk to reserve a seat.