The 2019 Consortium on Factor Investing took place on 4 February at Jesus College, Cambridge. The workshop was hosted by the Centre for Endowment Asset Management (CEAM) and the Financial Management Association (FMA), in conjunction with Invesco and the Centre for Financial Econometrics, Asset Markets and Macroeconomics Policy (EMP) at Lancaster University.
The Consortium brought together academics and practitioners working in the field of factor investing. Six new and as yet unpublished, research papers were presented and discussed. A keynote was provided by Prof. Ludovic Phalippou. At the end of the workshop an award was made to the best paper, with the winner receiving a financial prize from Invesco.
The Consortium Co-Chairs were as follows:
The keynote presentation was given by Ludovic Phalippou and during the course of the day the following papers were presented:
Soohun Kim, Robert A. Korajczyk and Andreas Neuhierl*
Discussant: Rong Leng, Deutsche Bank
Daniele Bianchi*, Matthias Bűchner and Andrea Tamoni
Discussant: Ansgar Walther, Imperial College
Söhnke M. Bartram* and Mark Grinblatt
Discussant: Adam Reed, University of North Carolina
Francisco Barillas* and Jay Shanken
Discussant: Daniele Bianchi, University of Warwick
Discussant: Anastasios Kagkadis, Lancaster University Management School
Discussant: Cameron Peng, London School of Economics