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  • 17

    Seminar – Strategy and Tactics for Effective Engagement

    12:00-17:15 | Cambridge Judge Business School, Cambridge

    The Strategy and Tactics for Effective Engagement seminar is hosted by the Centre for Endowment Asset Management (CEAM) at Cambridge Judge Business School in collaboration with the Principles for Responsible Investing (PRI). The event brings together experts in ESG (environment, social and governance) issues, with the goal of deepening and linking practical understanding and current thinking in this area by the academics and practitioners.

Learn more and register for the seminar

  • 17

    Conference on Investing for the Long Term (3 days)

    17 Sep 08:30-19:00; 18 Sep 08:30-19:00; 19 Sep 08:30-13:45 | Clare College, Cambridge

    The Conference on Investing for the Long Term 2019 is hosted by the Centre for Endowment Asset Management (CEAM) in Cambridge, UK with the support of BNY Mellon and Newton Investment Management. It is part of a long-standing series of conferences which brings leading academics in the field of investment management together with investment practitioners and key investment themes are explored through the latest academic research available in this field.

Learn more & register interest


  • 4

    Consortium on Factor Investing, Cambridge, UK

    On 4 February 2019, the Centre for Endowment Asset Management (CEAM) at Cambridge Judge hosted the Financial Management Association’s (FMA) 2019 Consortium on Factor Investing. The workshop was supported by Invesco Quantitative Strategies, in collaboration with the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP) at Lancaster University.

    The 2019 Consortium focused on 6 high quality papers that were presented and discussed. Congratulations to Daniele Bianchi (Warwick Business School), Matthias Bűchner (Warwick Business School) and Andrea Tamoni (London School of Economics) whose paper ‘Bond Risk Premia with Machine Learning’ [link to paper] was nominated by Consortium Co-Chairs and participants as the best paper contribution and awarded the Invesco Factor Investing Prize.

Papers presented

The keynote presentation was given by Ludovic Phalippou and during the course of the day the following papers were presented:

Arbitrage Portfolios in Large Panels 

Soohun Kim, Robert A. Korajczyk and Andreas Neuhierl*
Discussant: Rong Leng, Deutsche Bank

Bond Risk Premia with Machine Learning 

Daniele Bianchi*, Matthias Bűchner and Andrea Tamoni
Discussant: Ansgar Walther, Imperial College

Global Market Inefficiencies

Söhnke M. Bartram* and Mark Grinblatt

Discussant: Adam Reed, University of North Carolina

Real-time Portfolio Choice Implications of Asset Pricing Models

Francisco Barillas* and Jay Shanken
Discussant: Daniele Bianchi, University of Warwick

Thummim Cho*

Discussant: Anastasios Kagkadis, Lancaster University Management School

Understanding Alpha Decay 

Julien Pénasse*

Discussant: Cameron Peng, London School of Economics

To see the full event programme please visit the 2019 Consortium on Factor Investing webpage.