2nd Frontiers of Factor Investing Conference

Activity: Talk or presentation typesInvited talk

Description

Joint paper with M. Fan, F. Kearney and Y. Li presented "Momentum and the Cross-section of Stock Volatility". The aim of the conference is to facilitate the exchange of research ideas around factor investing which is co-hosted by Lancaster University and INvesco Quantitative Strategies.
Period28 Jan 202129 Jan 2021
Event title2nd Frontiers of Factor Investing Conference
Event typeConference