2nd Frontiers of Factor Investing Conference

Country: United Kingdom

City: Lancaster

Abstr. due: 15.01.2020

Dates: 02.04.20 — 03.04.20

Area Of Sciences: Economics and management;

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Organizing comittee e-mail: emp@lancaster.ac.uk

Organizers: 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 and Invesco Quantitative Strategies

 

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 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  • Pricing factors • Risk management • Big data & Machine learning • Factor allocation • Forecasting • Model selection • Extreme event modelling • News sentiment • Return predictability

The best paper will be awarded the Invesco Factor Investing Prize (GBP 1000). 

Conference Web-Site: https://inomics.com/conference/2nd-frontiers-of-factor-investing-conference-1408315

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