We would like to thank all contributors to the recent ‘Frontiers of Factor Investing’ Conference in Lancaster.
We enjoyed many excellent paper and poster presentations, but there could only be one best conference paper award from each of our sponsors – Invesco and Robeco.
Many congratulations to Benjamin Holcblat from University of Luxembourg for being awarded the Invesco Factor Investing Prize (GBP 1000) for his paper “Anomaly or Possible Risk Factors? Simple-To-Use Tests” and Glen Gostlow from London School of Economics for being awarded the Robeco Prize (GBP 1000) for his paper “Pricing Physical Climate Risk in the Cross-Section of Returns”.
Download our Conference Summary