Söhnke Bartram, University of Warwick and CEPR
Söhnke M. Bartram is a Professor of Finance at the University of Warwick. He is also a Charter Member of Risk Who’s Who and a member of an international think tank for policy advice to the German government. His immediate research activities center around issues in international finance and financial markets. Dr. Bartram’s work has been presented at conferences organized by the NBER, CEPR, the American Finance Association, the Western Finance Association, and the American Economic Association, published in the Journal of Finance, the Journal of Financial Economics, and the Review of Financial Studies, and included in testimony before the U.S. Congress House Financial Services Committee. Dr. Bartram has been a Visiting Scholar at many universities and research institutes, including the Ohio State University, the University of North Carolina, the University of Texas at Austin, the London School of Economics, the UCLA Anderson School of Management, London Business School, and NYU Stern.
Tarun Gupta, Managing Director of Invesco Quantitative Strategies New York
Tarun joined the IQS team in 2019 to focus on innovative research to enhance quantitative research strategies and spearhead development of investment technology. He also serves as a member of IQS’s management team responsible for strategic planning and direction. Prior to joining Invesco, Tarun was a Managing Director at AQR Capital Management where he led a global research team that focused on alpha research, including the development and ongoing management of global trading strategies. Previous to AQR, he worked at Goldman Sachs as a Vice President and lead portfolio manager for Global Equity portfolios, among other funds. In addition, he has reviewed and published academic articles for top finance journals and served as a judge on various panels. Tarun earned his Ph.D. and M.A. degrees in economics with specializations in asset pricing and macroeconomics from the University of Chicago. He also holds undergraduate degrees in mathematics and economics.
Guofu Zhou, Olin Business School of Washington University in St. Louis
Guofu Zhou is Frederick Bierman and James E. Spears Professor of Finance at Olin Business School of Washington University in St. Louis. He has a BS degree from Chengdu College of Geology, China, and a PhD in economics from Duke University. Prior to his PhD studies, he was interested in mathematics with publications in number theory, function theory, and numerical solutions to partial differential equations. After his PhD, he has been working at Washington University, conducting research in finance in a number of asset pricing areas with numerous publications in Journal of Financial Economics, Review of Financial Studies, Journal of Financial and Quantitative Analysis, and Journal of Finance, as well as in industry journals such as Journal of Portfolio Management and Financial Analyst Journal. He has won awards for teaching MBA and MSF students and for his research.
His current research interests are primarily in big data and machine learning with innovations applicable to finance. His recent works (with co-authors) include exploring limitations and extensions of factor models, constructing macro factors, trend factors, lottery factors, and information factors to explain cross-section of stock returns and corporate bond returns, and proposing combination Lasso to best select firm characteristics for forecasting expected asset returns.