{"id":10,"date":"2019-09-24T15:28:07","date_gmt":"2019-09-24T15:28:07","guid":{"rendered":"http:\/\/wp.lancs.ac.uk\/fofi2020\/?page_id=10"},"modified":"2021-12-01T15:31:35","modified_gmt":"2021-12-01T15:31:35","slug":"call-for-papers","status":"publish","type":"page","link":"https:\/\/wp.lancs.ac.uk\/fofi2020\/call-for-papers\/","title":{"rendered":"Call for Papers"},"content":{"rendered":"<p><strong>Keynote Speakers<\/strong><\/p>\n<ul>\n<li><strong><a href=\"https:\/\/www.wbs.ac.uk\/about\/person\/sm-bartram\/\">S\u00f6hnke Bartram, <\/a><\/strong>Warwick Business School, University of Warwick<\/li>\n<li><strong>Tarun Gupta<\/strong>, Invesco Quantitative Strategies<\/li>\n<li><strong><a href=\"https:\/\/olin.wustl.edu\/EN-US\/Faculty-Research\/Faculty\/Pages\/FacultyDetail.aspx?username=zhou\">Guofu Zhou<\/a>, <\/strong>Olin Business School, Washington University in St. Louis<\/li>\n<\/ul>\n<p>The <strong><a href=\"https:\/\/www.lancaster.ac.uk\/lums\/research\/areas-of-expertise\/centre-for-financial-econometrics-asset-markets-and-macroeconomic-policy\/\">Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy<\/a> (EMP)<\/strong> at Lancaster University Management School, the <strong><a href=\"https:\/\/www.jbs.cam.ac.uk\/faculty-research\/centres\/ceam\/\">Centre for Endowment Asset Management<\/a> (CEAM) <\/strong>at the University of Cambridge and <strong>Invesco Quantitative Strategies <\/strong>invite the submission of papers in the field of <strong>factor investing and related research areas<\/strong>, including:<\/p>\n<ul>\n<li>Asset pricing<\/li>\n<li>Investments<\/li>\n<li>Factor selection, optimisation and timing<\/li>\n<li>Global portfolio selection<\/li>\n<li>Risk management<\/li>\n<li>Factor allocation<\/li>\n<li>Model selection<\/li>\n<li>News sentiment<\/li>\n<li>Financial econometrics<\/li>\n<li>High-frequency finance<\/li>\n<li>Volatility modelling<\/li>\n<li>Pricing factors<\/li>\n<li>Big data and machine learning<\/li>\n<li>Forecasting<\/li>\n<li>Extreme event modelling<\/li>\n<li>Return predictability<\/li>\n<\/ul>\n<p><strong>Paper Submission is now closed<\/strong><strong>.<\/strong><\/p>\n<p>Papers should be submitted in electronic form (pdf) via email to <a href=\"mailto:emp@lancaster.ac.uk\"><strong>emp@lancaster.ac.uk<\/strong><\/a>. Please include your contact information and affiliation.<\/p>\n<p>Download our <a href=\"http:\/\/wp.lancs.ac.uk\/fofi2020\/files\/2019\/09\/2019-09-23-Call-for-Papers-FOFI2020.pdf\">Call for Papers<\/a>.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Keynote Speakers S\u00f6hnke 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 &hellip; <a href=\"https:\/\/wp.lancs.ac.uk\/fofi2020\/call-for-papers\/\">Continue reading <span class=\"meta-nav\">&rarr;<\/span><\/a><\/p>\n","protected":false},"author":607,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-10","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/wp.lancs.ac.uk\/fofi2020\/wp-json\/wp\/v2\/pages\/10","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/wp.lancs.ac.uk\/fofi2020\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/wp.lancs.ac.uk\/fofi2020\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/wp.lancs.ac.uk\/fofi2020\/wp-json\/wp\/v2\/users\/607"}],"replies":[{"embeddable":true,"href":"https:\/\/wp.lancs.ac.uk\/fofi2020\/wp-json\/wp\/v2\/comments?post=10"}],"version-history":[{"count":17,"href":"https:\/\/wp.lancs.ac.uk\/fofi2020\/wp-json\/wp\/v2\/pages\/10\/revisions"}],"predecessor-version":[{"id":315,"href":"https:\/\/wp.lancs.ac.uk\/fofi2020\/wp-json\/wp\/v2\/pages\/10\/revisions\/315"}],"wp:attachment":[{"href":"https:\/\/wp.lancs.ac.uk\/fofi2020\/wp-json\/wp\/v2\/media?parent=10"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}