April 23 - 24, 2018, Lancaster University, UK

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 Briere, 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.

PAPER SUBMISSION PROCEDURE: 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