- Söehnke Bartram, Warwick Business School, University of Warwick
- Tarun Gupta, Invesco Quantitative Strategies
- Guofu Zhou, Olin Business School, Washington University in St. Louis
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
- Factor selection, optimisation and timing
- Global portfolio selection
- Risk management
- Factor allocation
- Model selection
- News sentiment
- Financial econometrics
- High-frequency finance
- Volatility modelling
- Pricing factors
- Big data and machine learning
- Extreme event modelling
- Return predictability
Paper Submission is now closed and papers are currently being reviewed.
Papers should be submitted in electronic form (pdf) via email to email@example.com. Please include your contact information and affiliation.
Download our Call for Papers.