比比资源

The Frontiers of Factor Investing Conference was back in style and in person at 比比资源 Management School during 15th - 17th April 2026.

We enjoyed 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), ?lvaro Cartea (University of Oxford), Matthias Hanauer (Robeco), Semyon Malamud (EPFL), and Andrew Patton (Duke University). Thank you for sharing your unique insights!

We enjoyed many excellent paper and poster presentations, and I like to thank and celebrate all contributors. In particular, join me in congratulating our three best paper prize winners:

? Stefan Voigt from the University of Copenhagen (K?benhavns Universitet) was awarded the Invesco Factor Investing Prize for his paper “Uncertainty Everywhere: Integrating Conceptual Uncertainty in the Stochastic Discount Factor”.

? 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”.

? Niels Strange Gr?nborg was awarded the Robeco Sustainable Investing Prize for his paper “Carbon Tilts and Factor Returns”.

Organising committee: Mykola Babiak, Ph.D., David Happersberger, Olga Kolokolova, Harald Lohre, Ingmar Nolte, Sandra Nolte, Vikas Raman, Carsten Rother, Mark Shackleton, Maximilian Stroh, Laurens Swinkels, George Jiaguo Wang, Chelsea Yao