LUMS–Morningstar Industry Talk on ESG Risk Ratings and Sustainable Investment Analytics
Science-Based Investing: Where Quantitative Research Meets Portfolio Reality
Frontier of Factor Investing Conference 2026
- 5th March 2026 - Valeri Voev - Connected Data and Enterprise Knowledge Graphs
- 27th February 2026 - Jack Wright - Security Incident Response and Cybersecurity Resilience
- 25th February 2026 - Carsten Rother - Science-Based Investing: Where Quantitative Research Meets Portfolio Reality
- 3rd December 2025 - Harald Lohre - A century of macro factor investing with style
- 24th November 2025 - Maximilian Bredendiek - Economic and Financial Litigation Consulting
- 21st November 2024 - Harald Lohre - 3D Investing: Jointly Optimizing Return, Risk, and Sustainability
- 15th November 2024 - Juraj Hledik - Digital Currencies: Risk and Opportunities
- 6th March 2024 - Valeri Voev - Data Mesh and AI Implementation
- 31st January 2024 - Bevan Blair - Tales from the city: Trying to delineate between fund manager skill and luck with a qualitative framework
- 23rd of November 2023 - Giuseppe Cascarino - Financial Stability and the Role of European Central Bank
- 17th of November 2023 - Harald Lohre - Next-Gen Quant Investing
- 14th of June 2023 - LUMS-Bloomberg Roundtable on ESG and Climate Risk Measurement
- 22nd of March 2023 - Valeri Voev, Principal Data Engineer, Lego System A/S
- 20th of February 2023 - Katharina Schwaiger, Managing Director, BlackRock
- 25th of January 2023 - Magdalena Ramada, Senior Director, WTW
- 16th of December 2022 - Nikolay Dinev, Associate Director, MUTARES
- 1st of December 2022 - Harald Lohre, Executive Director of Research, Robeco
- 24th of May 2022 - Michail Vamvakaris, Machine Learning Specialist, Barings LLC