TMCnet News
2019 AQR Insight Award Call for PapersAQR Capital Management, LLC ("AQR") is now accepting submissions for the eighth annual AQR Insight Award. The AQR Insight Award recognizes and rewards exceptional academic working papers that offer original, intelligent approaches to practical issues in the investment world. Up to three papers share a $100,000 annual prize. Winners are chosen by the AQR Insight Award Committee, a panel of senior members of the firm, many of whom are leading academic finance experts from top universities. AQR will consider papers on any investment-related topic as long as they deliver clear, significant insights. The deadline for entries is November 1, 2018 and papers must not be published before that date. Finalists will be invited to present their research at AQR in May, and winners will be announced in June 2019. The AQR Insight Award counts many esteemed academics among its recipients. In addition, since the award's inception in 2012, 26 of the 30 finalist papers* have been published in one of the following economics or finance journals: Journal of Finance, Journal of Financial Economics, Review of Financial Studies, American Economic Review, Journal of Political Economy, and Quarterly Journal of Economics. Past First Prize winners include:
2018 "Taming the Factor Zoo" by Guanhao Feng, City University of Hong Kong College of Business; Stefano Giglio, Yale School of Management, NBER and CEPR; and Dacheng Xiu, University of Chicago Booth School of Business.
2017
2016 "Size Discovery" by Darrell Duffie, Graduate School of Business, Stanford University, and Haoxiang Zhu, MIT Sloan School of Management (Published in the Review of Financial Studies, April 2017).
2015 "Option-Based Credit Spreads" by Christopher L. Culp, Johns Hopkins University and Swiss Finance Institute; Yoshio Nozawa, Federal Reserve Board; and Pietro Veronesi, University of Chicago Booth School of Business, NBER and CEPR (Published in the American Economic Review, February 2018).
2014
2013
2012 More information and instructions for submitting papers online may be found at www.aqr.com/insightaward. About AQR AQR is a global investment management firm dedicated to delivering results for our clients. At the nexus of economics, behavioral finance, data and technology, AQR's evolution over two decades has been a continuous exploration of what drives markets and how it can be applied to client portfolios. The firm is headquartered in Greenwich, Connecticut, with offices in Boston, Chicago, Hong Kong, London, Los Angeles, and Sydney. As of June 30, 2018, AQR and its affiliates had approximately $226 billion in assets under management. *Includes Insight Award finalists from 2012 through 2017. This is being provided solely for information purposes and does not constitute an offer or solicitation of an offer, or any advice or recommendation, to purchase securities or financial instruments, and may not be construed as such or serve as the basis of any investment decision. View source version on businesswire.com: https://www.businesswire.com/news/home/20180830005546/en/ |