The Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP) at Lancaster University Management School, Invesco, Robeco and Quoniam invite the submission of papers in the field of factor investing and related areas:
- Asset Pricing
- Financial Econometrics
- Investments
- High-Frequency Finance
- Factor Allocation
- Volatility Modelling
- Risk Management
- News Sentiment
- Sustainable Investing
- Machine Learning
- Climate Finance
- Alternative Data
- Fintech, DeFi & Crypto
- Extreme Event Modelling
There will be three best paper prizes awarded at the conference:
- Invesco Factor Investing Prize (GBP 1,000)
- Robeco Sustainable Investing Prize (GBP 1,000)
- Quoniam Innovation in Data-Driven Investing Prize (GBP 1,000).
Closing Date for Paper Submission: 15th December 2025.
Papers (PDF) should be uploaded via Google Forms. Please include all requested contact information for all your authors.
A £30 paper submission fee will be charged.
Download our Call for Papers – FoFI2026
The conference is 100% in-person at Lancaster University without online sessions.
Organising Committee: Mykola Babiak, David Happersberger, Olga Kolokolova, Harald Lohre, Ingmar Nolte, Sandra Nolte, Vikas Raman, Carsten Rother, Mark Shackleton, Amar Soebhag, Maximilian Stroh, Laurens Swinkels, George Wang, Chelsea Yao.