{"id":22,"date":"2026-03-24T17:24:59","date_gmt":"2026-03-24T17:24:59","guid":{"rendered":"https:\/\/wp.lancs.ac.uk\/finec2027\/?page_id=22"},"modified":"2026-04-28T11:17:20","modified_gmt":"2026-04-28T11:17:20","slug":"speakers","status":"publish","type":"page","link":"https:\/\/wp.lancs.ac.uk\/finec2027\/speakers\/","title":{"rendered":"Speakers"},"content":{"rendered":"

Torben Andersen, Northwestern University<\/a><\/span><\/h2>\n

\"\"Torben G. Andersen is the Nathan S. and Mary P. Sharp Professor of Finance at the Kellogg School of Management, Northwestern University. He is also a Faculty Research Associate of the National Bureau of Economic Research (NBER) and an International Fellow of CoRE, the Center for Research in Energy, in Aarhus, Denmark. He was elected Fellow of the Econometric Society in 2008, of the Society for Financial Econometrics, SoFiE, in 2013, of the Society for Economic Measurement (SEM) in 2018, of the International Association for Applied Econometrics (IAAE) in 2020, and appointed Fellow of the Journal of Econometrics in 2021. I served as Chair of the Finance Department for the period 2015-2017, and I am currently the President of SoFiE (for the period June 2025 \u2013 June 2027). He has published widely in asset pricing, empirical finance, time series econometrics, and empirical market microstructure. His work centres on the modelling of volatility fluctuations in financial returns with applications to asset and derivatives pricing, portfolio selection and the term structure of interest rates. Current work explores the use of high-frequency data for volatility forecasting, portfolio choice and risk management. He has received grants from the National Science Foundation, the Sloan Foundation, and the Institute for Quantitative Research in Finance (the Q-Group). He served as editor-in-chief for the Journal of Business and Economic Statistics in 2004-2006, Co-Editor for the Journal of Financial Econometrics, 2009-2014, and Journal of Econometrics, 2019-2023. I has served on the editorial board of leading journals, e.g., Journal of Finance, Review of Financial Studies, Econometric Theory, Journal of Econometrics, and Management Science. Finally, he has consulted for the Brattle Group, Charles River Associates, trading firms, the Federal Reserve Board of Governors, regional Federal Reserve Banks, foreign Central Banks, and universities. He received my PhD in Economics from Yale University, 1992.<\/p>\n

Oliver Linton, University of Cambridge<\/a><\/span><\/h2>\n

\"\"Oliver Linton is the Chair of the Faculty of Economics and the Professor of Political Economy at Cambridge University. He is also a fellow of Trinity College, Cambridge. Formerly, Professor of Econometrics at the London School of Economics and Professor of Economics at Yale University. He obtained his PhD in Economics from the University of California at Berkeley in 1991. He has written five books and published nearly two hundred articles on econometrics, statistics, and empirical finance. In 2015 he was a recipient of the Humboldt Research Award of the Alexander von Humboldt Foundation. He was a Co-editor at the Journal of Econometrics between 2014-2019. He is a Fellow of the Econometric Society, the Institute of Mathematical Statistics, and the British Academy. He was a lead expert in the U.K. Government Office for Science Foresight project: \u201cThe future of Computer Trading in Financial Markets\u201d, which was published in 2012. He has acted as an expert witness in two stock market manipulation cases in the UK and in the Volkswagen emissions scandal.<\/p>\n

Roberto Reno, ESSEC Business School<\/a><\/span><\/h2>\n

\"\"<\/p>\n

Roberto Ren\u00f2 is Professor at ESSEC Business School. He holds a PhD in Financial Mathematics at Scuola Normale Superiore in Pisa, and a Master in Physics at the University of Pisa. His research focuses on various aspects of econometrics and finance, with specific contributions to asset pricing, high-frequency financial econometrics, and nonparametric statistics. He published research papers on leading finance, economics, econometrics, mathematics and physics journals.<\/div>\n
\n

Viktor Todorov, Northwestern University<\/a><\/span><\/h2>\n<\/div>\n

\"\"<\/p>\n

Viktor Todorov is Harold H. Hines Jr. Professor of Risk Management and Professor of Finance at the Kellogg School of Management, Northwestern University. Professor Todorov is a Fellow of the Society for Financial Econometrics and a Fellow of the Journal of Econometrics. <\/span>Professor Todorov’s research interests are in the areas of theoretical and empirical asset pricing, econometrics and applied probability. He has published extensively in leading academic journals in these fields. His recent work focuses on the robust estimation of asset pricing models using high-frequency financial data as well as the development and application of parametric and nonparametric estimation methods for studying risks and risk pricing using derivatives markets data. Professor Todorov currently serves as a Co-Editor of the Journal of Econometrics and has been on the editorial board of several leading academic journals, including Econometrica. He received his PhD in Economics from Duke University in 2007.<\/p>\n","protected":false},"excerpt":{"rendered":"

Torben Andersen, Northwestern University Torben G. Andersen is the Nathan S. and Mary P. Sharp Professor of Finance at the Kellogg School of Management, Northwestern University. He is also a Faculty Research Associate of the National Bureau of Economic Research … Continue reading →<\/span><\/a><\/p>\n","protected":false},"author":871,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-22","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/wp.lancs.ac.uk\/finec2027\/wp-json\/wp\/v2\/pages\/22","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/wp.lancs.ac.uk\/finec2027\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/wp.lancs.ac.uk\/finec2027\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/wp.lancs.ac.uk\/finec2027\/wp-json\/wp\/v2\/users\/871"}],"replies":[{"embeddable":true,"href":"https:\/\/wp.lancs.ac.uk\/finec2027\/wp-json\/wp\/v2\/comments?post=22"}],"version-history":[{"count":15,"href":"https:\/\/wp.lancs.ac.uk\/finec2027\/wp-json\/wp\/v2\/pages\/22\/revisions"}],"predecessor-version":[{"id":75,"href":"https:\/\/wp.lancs.ac.uk\/finec2027\/wp-json\/wp\/v2\/pages\/22\/revisions\/75"}],"wp:attachment":[{"href":"https:\/\/wp.lancs.ac.uk\/finec2027\/wp-json\/wp\/v2\/media?parent=22"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}