Event Details

Co-funded by CAIR and the Accounting & Finance division of Alliance Manchester Business School, the PhD workshop on quantitative finance and econometrics will be held in the new AMBS building.

The PhD workshop is jointly organised by The University of Konstanz, Lancaster University Management School, Alliance Manchester Business School and The University of Warwick. The workshop aims at fostering interdisciplinary research that combines advanced econometrics methods with frontier topics in quantitative finance.

The workshop gathers PhD student participants from world-renowned universities, including Imperial College London, The Univeristy of Zurich, Heidelberg University and Vienna Graduate School of Finance.

Topics that will be presented in the workshop include

• Asset pricing
• Cryptocurrency
• Fund management
• High-frequency option data
• Machine learning
• Portfolio allocation
• Volatility modelling

Professor Alastair Hall from the University of Manchester will give a keynote talk on the workshop with the title “Inference in second-order identified models”. Faculty members at the organising universities will also participate in the workshop.