We would like to thank all contributors to our recent ‘Frontiers of Factor Investing’ virtual Conference in Lancaster.
We enjoyed many excellent paper and poster presentations, but there could only be one best conference paper award: Join us in congratulating Alejandro Lopez-Lira from BI Norwegian Business School for being awarded the Invesco Factor Investing Prize (GBP 1000,-) for his paper “Risk Factors that Matter: Textual Analysis of Risk Disclosures for the Cross-Section of Returns “.