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Cambridge Endowment for Research in Finance (CERF)


SOFIE (Society for Financial Econometrics) Annual Conference. This is the annual conference of the professional society. There are around 10 keynote speakers (the last one in New York had 3 Nobel prizes) and submissions from around the world.

Project Title: SOFIE Conference

PI: Oliver Linton (Faculty of Economics)

Project Update - April 2022:

The SoFie22 conference is scheduled to take place at Churchill College, Cambridge on 24th - 26th June 2022. The conference will be followed by the Young Scholars Conference on 27th June 2022 at Robinson College.

Registration is now open and registration have started coming in. A draft programme of the conference is about to be disseminated. We are planning to live broadcast the
key note speeches.

Invited speakers are: Stefano Giglio, Robin Lumsdaine, Johanna Ziegel, Jia Li and Alexei Onatskiy. Andrew Patton is Programme Chair.

Organisers: Prof. Oliver Linton, Prof. Andrew Harvey, Prof. Alexei Onatski and Ms Marion Reusch.

Project Update - April 2021 - website link

Project Update - August 2019