2018 AQR Insight Award Call for Papers
AQR Capital Management, LLC (“AQR”) today began accepting submissions for the seventh annual AQR Insight Award.
The AQR Insight Award recognizes and rewards exceptional academic papers that have practical applications and offer original, intelligent approaches to 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 accept papers on any investment-related topic as long as they deliver clear, significant insights. Papers must not be published before October 1, 2017.
The deadline for entries is November 1, 2017. The Committee will then narrow the finalists to five papers, and the authors of those papers will be invited to present their research to the Committee in Greenwich, Connecticut in May.
The AQR Insight Award counts many esteemed academics among its recipients. Past First Prize winners include:
“Deviations from Covered Interest Rate Parity” by Wenxin Du, Ph.D., Federal Reserve Board; Alexander Tepper, Ph.D., Columbia University; and Adrien Verdelhan, Ph.D., MIT Sloan School of Management.
“A Tough Act to Follow: Contrast Effects in Financial Markets” by Samuel M. Hartzmark, Ph.D., University of Chicago Booth School of Business; and Kelly Shue, Ph.D., University of Chicago Booth School of Business and NBER; and “Size Discovery” by Darrell Duffie, Ph.D., Graduate School of Business, Stanford University; and Haoxiang Zhu, Ph.D., MIT Sloan School of Management.
“Commodity Trade and the Carry Trade: A Tale of Two Countries” by Robert Ready, Ph.D., Simon School of Business, University of Rochester; Nikolai Roussanov, Ph.D., Wharton School, University of Pennsylvania, and NBER; and Colin Ward, Ph.D., Carlson School of Management, University of Minnesota; and “Option-Based Credit Spreads” by Christopher L. Culp, Ph.D., Johns Hopkins University and Swiss Finance Institute; Yoshio Nozawa, Ph.D., Federal Reserve Board; and Pietro Veronesi, Ph.D., University of Chicago Booth School of Business, NBER and CEPR.
“The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response” by Eric Budish, Ph.D., University of Chicago; Peter Cramton, Ph.D., University of Maryland, College Park; and John J. Shim, University of Chicago.
“Conditional Risk Premia in Currency Markets and Other Asset Classes” by Martin Lettau, Ph.D., University of California at Berkeley; Matteo Maggiori, Ph.D., New York University; and Michael Weber, University of California at Berkeley.
“Market Expectations in the Cross Section of Present Values” by Bryan Kelly, Ph.D., University of Chicago Booth School of Business; and Seth Pruitt, Ph.D., Federal Reserve Board of Governors.
More information and instructions for submitting papers online may be found at www.aqr.com/insightaward.
AQR is a global investment management firm built at the intersection of financial theory and practical application. We strive to deliver superior, long-term results for our clients by looking past market noise to identify and isolate what matters most, and by developing ideas that stand up to rigorous testing. Our focus on practical insights and analysis has made us leaders in alternative and traditional strategies since 1998.
The firm is based in Greenwich, Connecticut, with offices in Boston, Chicago, Los Angeles, London, Hong Kong and Sydney. As of June 30, 2017, AQR had approximately $195 billion in assets under management.*
*Includes assets managed by AQR and its advisory affiliates
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.
AQR Capital Management, LLC
Om Business Wire
(c) 2018 Business Wire, Inc., All rights reserved.
Business Wire, a Berkshire Hathaway company, is the global leader in multiplatform press release distribution.
Følg saker fra Business Wire
Registrer deg med din epostadresse under for å få de nyeste sakene fra Business Wire på epost fortløpende. Du kan melde deg av når som helst.
Siste saker fra Business Wire
ABB and the Economist Launch Automation Readiness Index, Global Ranking for Robotics and Artificial Intelligence23.4.2018 14:35 | Pressemelding
South Korea, Germany and Singapore are the world’s top-ranked nations in their preparations for smoothly integrating intelligent automation into their economies, according to an index and report released today by ABB and The Economist Intelligence Unit. This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20180423005873/en/ The report "The Automation Readiness Index (ARI): Who Is Ready for the Coming Wave of Innovation?" finds that even the best-prepared countries must develop even more effective education policies and training programs, as well as place a new emphasis on continual learning over the course of a career. Those policies and programs, the report recommends, must ensure that the rapid adoption of automation technologies and artificial intelligence (AI) will not leave people unprepared for the new, more human-oriented jobs that will be needed as robots and algorithms take on more of the routine tasks that can be and will
Finablr Launched To Accelerate Customer-Focused Technology Innovations23.4.2018 12:55 | Pressemelding
Noted UAE-based businessman and philanthropist, Dr. Bavaguthu Raghuram Shetty announced the creation of “Finablr”, a new holding company which, subject to regulatory approvals, will consolidate his global portfolio of financial services brands under one single umbrella. Incorporated in the UK, Finablr will provide strategic direction and oversight for the category-leading brands across its network. This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20180423005741/en/ Finablr Leadership Team (L-R): Binay Shetty (Executive Director, Finablr), Dr. B.R. Shetty (Founder and Chairman, Finablr) and Promoth Manghat (Executive Director, Finablr) (Photo: AETOSWire) Finablr also seeks to drive financial enablement and empowerment by accelerating customer-focused technology innovation through R&D efforts, industry ecosystem engagements, investments and potential acquisitions. As a diversified network, Finablr will combine the cumulative indus
Abu Dhabi Fund for Development Finances US$192 Million Sheikh Khalifa bin Zayed City in Afghanistan23.4.2018 12:37 | Pressemelding
His Excellency Mohammad Ashraf Ghani, President of Afghanistan, inaugurated the Abu Dhabi Fund for Development (ADFD) financed Sheikh Khalifa bin Zayed City Housing Complex in Afghanistan. Located in the Qasaba district of Afghanistan’s capital Kabul, ADFD contributed an estimated US$192 million to the social housing development project. This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20180423005711/en/ His Excellency Mohammed Saif Al Suwaidi, Director General of ADFD, during the official inauguration ceremony of the 3,330-residential unit Sheikh Khalifa bin Zayed City in Afghanistan (Photo: AETOSWire) Aimed at increasing the supply of affordable accommodation options in the country, the crucial project encompasses 3,330 residential units. Including extensive infrastructure works such as roads, water, and electricity networks and support services, the project seeks to elevate living standards for its residents through its power
Rockwell Automation Simplifies Analytics for Industrial Productivity23.4.2018 12:00 | Pressemelding
Industrial organizations must be able to quickly identify ways to tighten production schedules and maximize revenue. Gaining insight into operations and production capabilities to make informed decisions has often involved time-intensive IT projects and a highly specialized skillset. Today, Rockwell Automation expands the FactoryTalk® Analytics portfolio, a robust advanced analytics environment that empowers users with the ability to quickly and confidently make informed decisions. These latest advancements were developed to reduce the complexity of the operations environment for manufacturers and producers and their employees who are driving operations. FactoryTalk Analytics has been developed for scale, discovering and connecting data sources from the edge of the network up through the enterprise, and then intelligently fusing the information to resolve issues close to the source. At the edge or the device, this can result in near-immediate resolution of production issues. Empowered
BOC Group Announces the Release of ADONIS NP 5.5: Marking the Beginning of a New Era of Process Modelling23.4.2018 12:00 | Pressemelding
BOC Group is excited to introduce the latest edition of its BPM suite ADONIS. The revolutionary SmartHover that significantly ameliorates and facilitates the entire user experience is just one of the multiple great features ADONIS NP 5.5 brings. With every new release of its tools, BOC Group tries to learn and grow from its experience with more than 1,000 customers worldwide to be able to tailor its tools in a way that caters customer needs and use cases in the best way possible. This time, BOC Group has truly gone all out with the release of its ADONIS NP 5.5. For Tobias Rausch, ADONIS product manager, SmartHover – the flagship feature of the latest edition – is a must-have for process modelling today: “SmartHover accompanies BPMN designers step by step in modelling their business processes from scratch. This not only makes process modelling easier than before, but it also becomes just a matter of a few minutes. SmartHover also provides quick access to important features like validati
Malaysian Foundation Recognised for Refugee Support by Sharjah with USD 136,00023.4.2018 12:00 | Pressemelding
For the past couple of years, the Sharjah International Award for Refugee Advocacy and Support (SIARA) has been shining a spotlight on the achievements of unsung heroes working for refugees and stateless people at a time when the world is witnessing unprecedented levels of displacement globally, with over 65 million people forced to flee their homes, including some 21.3 million refugees. This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20180423005666/en/ A picture from the activities Dignity Foundation organizes for refugee children (Photo: The Big Heart Foundation) The Dignity for Children Foundation from Malaysia, has been announced the recipient of the second edition of the award whose value was further appreciated this year to USD 136,000 (AED 500,000), in recognition of their outstanding efforts in Asia and the Middle East and North Africa (MENA) region. This year, the foundation celebrates its 20th anniversary and now prov