The SoFiE Financial Econometrics Summer School is an annual week-long research-based course for Ph.D. students and new faculty in financial econometrics. For the first two years it was held at Oxford University’s Oxford-Man Institute and in 2014 it has moved to Harvard University. In 2015, a Spring School will be co-organized by the ILSM in Brussels, and there will be a Summer School at Harvard. We are in good company. Professor Leonardo Iania has been the linchpin of this project at the Centre of Studies in Asset Management (CESAM, LSM).
More information here.