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  • 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.

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  • 8

    AI/ML in Finance: Is It Just Another Bubble?

    08:30-17:00 | Royal Society, London, UK

    This workshop aims to bring cutting-edge research on financial applications of machine learning and artificial intelligence methods to practitioners. Our keynotes are academics from leading global universities from a broad range of scientific fields, from Finance, Statistics, and Computer Sciences. Each keynote presentation will be followed by a panel discussion with industry experts, who will talk about how the latest quantitative methods have been changing the financial services industry. There will be ample time for questions from attendees and discussions about whether AI/ML methods in finance are just a fad or are here to stay.

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  • 28

    Divest or Engage? Strategies for Responsible Investing

    09:15-17:30 | Downing College, Cambridge

    This conference, co-hosted by the Centre for Endowment Asset Management (CEAM) and the European Corporate Governance Institute (ECGI), will bring together the latest academic thinking and research to address questions of how best to incorporate ESG concerns into investment portfolios.

    Registration is open from 08:50 and there will be networking drinks taking place following the event.

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  • 17

    Seminar – Strategy and Tactics for Effective Engagement

    The Strategy and Tactics for Effective Engagement seminar was 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 brought 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.

Papers presented

Active Ownership

Elroy Dimson Oğuzhan Karakaş and Xi Li

The Drivers of Successful Engagement

Elroy Dimson Oğuzhan Karakaş and Xi Li

Co-ordinated Engagements

Elroy Dimson Oğuzhan Karakaş and Xi Li

What Drives a Firm's ES Performance? Evidence from Stock Returns

Mark B. Shackleton, Jiali Yan and Yaqiong (Chelsea) Yao/p>

Corporate Ethical Behaviours and Firm Equity Value and Ownership: evidence from the GPFG's ethical exclusions (draft)

Vaska Atta-Darkua

  • 28

    European Investment Forum

    In April, over 50 senior investment practitioners joined leading academics at the 2019 European Investment Forum. The Forum, a collaboration between Cambridge Judge Business School’s Centre for Endowment Asset Management (CEAM) and FTSE Russell, explored the frontiers of investment thinking.

  • 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 at Jesus College, Cambridge. 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

Turning Alphas into Betas: Arbitrage and the Cross-section of Risk 

Thummim Cho*

Discussant: Anastasios Kagkadis, Lancaster University Management School

Understanding Alpha Decay 

Julien Pénasse*

Discussant: Cameron Peng, London School of Economics

View of Jesus College.