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.
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 email@example.com. Please include your contact information and affiliation.
Organising and Programme Committee
Anastasios Kagkadis, Harald Lohre, Alberto Martin-Utrera, Ingmar Nolte, Sandra Nolte, Stephen Taylor
Lancaster University Management School
Lancaster , United Kingdom