Frontiers of Factor Investing Conference


Lancaster University

Start Date:

End Date:

Deadline for paper submissions:

Expired help

Type

Conferences

Location

Lancaster University Management School

Lancaster

United Kingdom

Start Date:

End Date:

Location

United Kingdom

Lancaster

Type

Conferences

Deadline for paper submissions:


Frontiers of Factor Investing Conference Lancaster University, UK

April 23 – 24, 2018

Call for Papers

The Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP) at Lancaster University Management School and Invesco Quantitative Strategies invite the submission of papers in the field of factor investing and related research areas, including asset pricing, financial econometrics, investments, high-frequency finance, factor selection, optimization and timing, volatility modelling, global portfolio selection, news sentiment, risk management, big data & machine learning, factor allocation, forecasting, pricing factors, model selection, return predictability, extreme event modelling.

Keynote Speakers:

Marie Brière, Amundi Asset Management & Paris Dauphine University

Michael Fraikin, Invesco Quantitative Strategies

Raman Uppal, EDHEC Business School & CEPR

The best paper will be awarded the Invesco IQS Factor Investing Prize of GBP 2000.

The Closing Date for Paper Submission is the January 15, 2018. Papers should be submitted in electronic form (pdf) via email to emp@lancaster.ac.uk.

Please include your contact information and affiliation.

Organising and Programme Committee; Anastasios Kagkadis, Harald Lohre, Alberto Martin-Utrera, Ingmar Nolte, Sandra Nolte, Stephen Taylor

For more information, please go to http://wp.lancs.ac.uk/fofi2018/