Mutual Funds, Hedge Funds and Factor Investing
Monday 3 June 2019, 8:30am to Tuesday 4 June 2019, 6:00pm
Venue
OnlineOpen to
Alumni, External Organisations, Public, StaffRegistration
Cost to attend - booking requiredRegistration Info
To register and for further details please visit the Conference registration website.
Our Conference Programme is now on our webiste.
Ticket Price
Fees Academic registration: £120. PhD student registration: £80. Practitioner registration: £500. This includes registration for the conference, lunches and refreshments.Event Details
Mutual Funds, Hedge Funds and Factor Investing Conference - Call for Papers
The Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP) and the Department of Accounting and Finance at Lancaster University Management School invites submissions on all topics related to institutional investors, empirical asset pricing and investments. The potential topics include but not limited to:
- Selecting Mutual Funds
- Mutual Fund Flows
- Market Mispricing
- ESG and Sustainable Investments
- The Role of ETFs in Capital Markets
- Informed Trading
- Hedge Fund Investments
- Vikas Agarwal, Georgia State University
- George Aragon, Arizona State University
- Pedro Barroso, University of New South Wales
- Michael Brennan, University of California, Los Angeles
- Stephen Brown, NYU Stern School of Business and Monash Business School
- Susan Christoffersen, University of Toronto
- Elroy Dimson, University of Cambridge
- Michael Gallmeyer, University of Virginia
- Bruce Grundy, University of Melbourne
- Dong Lou, London School of Economics
- Anthony Lynch, NYU Stern School of Business
- Spencer Martin, University of Melbourne
- Tao Shu, University of Georgia
- Baolian Wang, University of Florida
- Russ Wermers, University of Maryland
- Tong Yao, University of Iowa
- Hong Zhang, Tsinghua University
- Shaojun Zhang, Ohio State University
- Mingming Zhou, University of Colorado
Speakers
University of Cambridge, Judge Business School
Professor Elroy Dimson chairs the Centre for Endowment Asset Management at Cambridge Judge Business School, and is Emeritus Professor of Finance at London Business School. His research focuses on investing for the long term, and he and his co-authors have become well known for their studies of the investment performance since 1900 of financial assets in 23 countries and real assets such as wine, stamps, art and other collectibles. His publications, with several colleagues, on financial market hi
University of Maryland
Russ Wermers is Bank of America Professor of Finance and Director, Center for Financial Policy at the Smith School of Business, University of Maryland at College Park, where he won a campus-wide teaching award during 2005 and a Krowe Teaching Award (within the Smith Business School) during 2013. His main research interests include studies of the efficiency of securities markets, as well as the role of institutional investors in setting stock prices. In addition, he studies and teaches quantitat
Professor Susan Christoffersen
University of Toronto
Susan Christoffersen is Vice-Dean, Undergraduate & Specialized Programs and a Professor of Finance, and Co-Academic Director, TD Management Data & Analytics Lab. Her research focuses on mutual funds and the role of financial institutions in capital markets. She has published in top finance journals and cited inThe New York Times, International Herald Tribune, Bloomberg News Service, and The Wall Street Journal. Susan has received grants from SSHRC, IFM2, and FQRSC and research awards from Q-Grou
Contact Details
| Name | Teresa Aldren |
| Telephone number |
+44 1524 510906 |
| Website |