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Frontiers of Factor Investing

Start date

End date

April 23, 2018 April 24, 2018

Where

Lancaster, UK [Map it]

Details

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
  • Investments
  • Factor selection, optimisation and timing
  • Global portfolio selection
  • Risk management
  • Factor Allocation
  • Pricing Factors
  • Return predictability
  • Financial econometrics
  • High-frequency finance
  • Volatility modelling
  • News sentiment
  • Big data and machine learning
  • Forecasting
  • Model selection
  • Extreme event modelling

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

Closing data for paper submission: January 15, 2018

Papers should be submitted in electronic format (pdf) via email to [email protected]. Please include your contact information and affiliation.

Download the Call For Papers

Keynote Speakers

  • Marie Brière, Amundi Asset Management & Paris Dauphine University
  • Michael Fraikin, Invesco Quantitative Strategies
  • Raman Uppal, EDHEC Business School and CEPR