4th Frontiers of Factor Investing Conference
Wednesday 24 April 2024, 9:00am to Friday 26 April 2024, 4:00pm
Venue
Lancaster Conference Centre - View MapOpen to
External Organisations, Postgraduates, StaffRegistration
Cost to attend - booking requiredRegistration Info
Online Registration opens is now opened. Please register here:-
Ticket Price
Participation Fee: PhD Student Registration - £150 Academic registration - £250 Practitioner registration - £500 Additional Conference Dinner for non-attendees (guests) £65Event Details
The Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP) at Lancaster University Management School, Invesco, Robeco and Quoniam invite you to our in the field of factor investing and related areas.
Papers will be in the areas of:-
- Asset Pricing
- Financial Econometrics
- Investments
- High-Frequency Finance
- Factor Allocation
- Volatility Modelling
- Risk Management
- News Sentiment
- Sustainable Investing
- Machine Learning
- Climate Finance
- Alternative Data
- Fintech, DeFi & Crypto
- Extreme Event Modelling
There will be three best paper prizes awarded at the conference:
Invesco Factor Investing Prize (GBP 1,000)
Robeco Sustainable Investing Prize (GBP 1,000)
Quoniam Innovation in Data-Driven Investing Prize (GBP 1,000)
Speakers
Erasmus University and Robeco
Laurens is an Associate Professor of Finance at Erasmus University in Rotterdam and Executive Director and Head of Quant Strategy at Robeco’s Sustainable Multi-Asset Strategies team. His areas of expertise include allocation research and empirical asset pricing. He teaches Finance courses and has published his academic work in peer-reviewed journals such as Journal of Financial Economics.
Stockholm School of Economics
Magnus Dahlquist is the Peter Wallenberg Professor of Finance at the Stockholm School of Economics (SSE). Magnus is also a Research Fellow with the Centre for Economic Policy Research (CEPR), London, and with the Network for Studies on Pensions, Aging and Retirement (NETSPAR) in the Netherlands. Magnus’ research interests lie in asset management, asset pricing, and international finance. His current research focuses on (i) the investment behavior of individuals and institutions, and the design
Imperial College London
Marcin's research interests are in the areas of sustainable investments, climate finance, information economics, financial intermediation, and financial stability. He is a Research Associate at the Center for Economic Policy Research and the managing editor of the Review of Finance. Marcin’s work has been widely covered by media, such as CNN, CNBC, Bloomberg, WSJ, FT, NYT, Business Week, U.S. News, and Washington Post. He is a past holder of the European Research Council research grant and forme
Invesco
Scott's role is to oversees multiple, related capabilities including macro investing, systematic equities, and portfolio advisory. Within the macro investing sphere, his responsibilities span risk parity, dynamic multi-factor, commodities, and various derivatives-based strategies. Systematic equities include custom factor-based portfolios and tax-managed strategies. The advisory teams cover a broad spectrum of clients, from financial advisors to large institutions.
Contact Details
Name | Teresa Aldren |
Website |