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 Papers must not be published before October 1, 2017.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
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