3rd Frontiers of Factor Investing Conference

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The Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP)

3rd Frontiers of Factor Investing Conference at Lancaster University, UK which will be held on 15th - 16th September 2022. The conference is planned to be held 100% in person at Lancaster University, we are, however, prepared to go fully virtual should a pandemic situation arise.

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, Robeco and Invesco invite the submission of papers in the field of factor investing and related areas:

  • Asset Pricing
  • Financial Econometrics
  • Investments
  • High-Frequency Finance
  • Factor Allocation
  • Volatility Modelling
  • Risk Management
  • News Sentiment
  • Sustainable Investing
  • Machine Learning
  • Climate Finance
  • Fintech, DeFi & Crypto
  • Alternative Data
  • Extreme Event Modelling

There will be two best paper prizes awarded at the conference: the Invesco Factor Investing Prize (GBP 1,000) and the Robeco Sustainable Investing Prize (GBP 1000).

Closing Date for Paper Submission: May 15, 2022

Papers should be submitted in electronic form (pdf) via email to emp@lancaster.ac.uk. Please include your contact information and affiliation. The conference is planned to be held 100% in person at Lancaster University, we are, however, prepared to go fully virtual should a pandemic situation arise.

Organising Committee

David Chambers, Matthias Hanauer, Anastasios Kagkadis, Andrei Kirilenko, Harald Lohre, Ingmar Nolte, Sandra Nolte, Viorel Roscovan, Carsten Rother, Mark Shackleton, Laurens Swinkels, George Wang, Chelsea Yao

Keynote Speakers

Lin William Cong, Cornell University Amit Goyal, University of Lausanne and Swiss Finance Institute Bernhard Langer, Invesco Quantitative Strategies Markus Leippold, University of Zurich and Swiss Finance Institute Weili Zhou, Robeco

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The Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP)

Lancaster%20University%20Management%20School%2C%20Lancaster%2C%20United%20Kingdom

Lancaster University Management School

LA1 4YX Lancaster , United Kingdom