Who was the first woman to conduct a BBC Prom concert? The temptation is to say Marin Alsop, the brilliant American conductor who directs the São Paulo Symphony Orchestra. And it is true that in 2013 she was the first woman to conduct the prestigious and high-profile Last Night of the Proms, watched worldwide. But first up in front of any Prom audience was the Cuban conductor Odaline de la Martinez – in 1984.

For a week in November, the pioneering de la Martinez marks the 40th anniversary of her ensemble Lontano, which champions new music – some of its first pieces are by now, of course, established concert works. And the five evenings of music-making include on 6 November at 6.30pm extracts from her own opera, Imoinda, introduced by the composer in conversation with Joan Anim Addo.

Later that evening, the New London Chamber Choir and Lontano, with Stephen Upshaw (viola), perform works by Earle Brown, and the atmospheric piece by Morton Feldman called Rothko Chapel.

Rothko Chapel is inspired by 14 black-and-red paintings hung in an octangular chapel in Houston, Texas. Rothko painted the series for oil billionaires John and Dominique de Menil, a French-born couple dubbed "the Medicis of modern art". The 25-minute piece is scored for viola, celeste, percussion and choir and falls into five sections which Feldman compares with the processional frieze on a Greek temple.

The festival continues with the world premiere of Annie Gosfield's Cranks and Cactus Needles and Jennifer Higdon's Pale Yellow in a particuarly picturesque programme given by the Fidelio Trio on 8 November.

On 9 November, composer and harpist Hannah Lash joins Lontano in its concert of new work that includes two pieces by Lash herself: Three Shades Without Angels and Subtilior Lamento, both receiving their UK premieres.

On 10 November Nadine Benjamin (soprano) and Susanna Stranders (piano) perform songs by Amy Beach, Libby Larsen and de la Martinez, among others.

The festival ends on 11 November with more world and UK premieres, almost all by women, performed by Lontano, including Smash by Jennifer Higdon, Scat by Augusta Read Thomas and Laura Kaminsky's Inlets.

De la Martinez sums up the festival: "This year, even more than previous years, American female composers take centre stage alongside their male counterparts." And classical music audiences will have to admit, that certainly makes a change.