3rd Frontiers of Factor Investing Conference

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, Robeco and Invesco invite the submission of papers in the field of factor investing and related areas:

• 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 two best paper prizes awarded at the conference: the Invesco Factor Investing Prize (GBP 1,000) and the Robeco Sustainable Investing Prize (GBP 1,000).

Closing Date for Paper Submission: May 15, 2022.

Papers should be submitted in electronic form (pdf) via email to emp@lancaster.ac.uk. Please include your contact information and affiliation. The conference is planned to be held 100% in person at Lancaster University, we are however prepared to go fully virtual should the pandemic situation require.

Organising Committee
David Chambers, Matthias Hanauer, Anastasios Kagkadis, Andrei Kirilenko, Harald Lohre, Ingmar Nolte, Sandra Nolte, Viorel Roscovan, Carsten Rother, Mark Shackleton, Laurens Swinkels, George Wang, Chelsea Yao

Keynote Speakers
Lin William Cong, Cornell University
Amit Goyal, University of Lausanne and Swiss Finance Institute
Bernhard Langer, Invesco Quantitative Strategies
Markus Leippold, University of Zurich and Swiss Finance Institute
Weili Zhou, Robeco