The 2026 FOFI Conference an amazing line-up of speakers on every aspect of factor investing, including classic asset pricing, risk management, machine learning or climate finance.
The conference was framed by five excellent keynote talks from Svetlana Bryzgalova (London Business School), Álvaro Cartea (University of Oxford), Matthias Hanauer (Robeco), Semyon Malamud (EPFL), and Andrew Patton (Duke University).
Prize winners
- Invesco Factor Investing Prize:
Stefan Voigt from the University of Copenhagen (Københavns Universitet) for his paper “Uncertainty Everywhere: Integrating Conceptual Uncertainty in the Stochastic Discount Factor”. - Robeco Sustainable Investing Prize:
Niels Strange Grønborg for his paper “Carbon Tilts and Factor Returns”. - Quoniam Innovation in Data-Driven Investing Prize:
Thomas Gruenthaler from Tilburg University won the Quoniam Asset Management Innovation in Data-Driven Investing Prize for the paper “A Credit-Risk Explanation for Momentum”.
