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Institute for quantitative investment research

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Awards

Inquire Europe awards prizes for best paper presented at the semi-annual seminars. The prize serves to promote the high quality of seminar presentations and to help attract leading researchers and their unique research. In order to make the investment community more aware of the award and the goals of Inquire Europe, guests from the financial community are often invited to attend the seminars.

2025 Joint Spring Seminar (awarded by Inquire Europe and Inquire UK)

First Prize for the paper “Machine Learning and the Implementable Efficient Frontier“

Theis Ingerslev Jensen (Copenhagen Business School)

2024 Autumn Seminar

First Prize for the paper “Risk-Adjusting the Returns to Private Debt Funds“

Isil Erel (Ohio State University)

2024 Joint Spring Seminar (awarded by Inquire Europe and Inquire UK)

First Prize for the paper: “A New Option Momentum: Compensation for Risk”

Heiner Beckmeyer (University of Munster)

2023 Autumn Seminar

First Prize for the paper: “What is Missing in Asset-Pricing Factor Models”

Professor Raman Uppal (EDHEC Business School)

2023 Joint Spring Seminar (awarded by Inquire Europe and Inquire UK)

First Prize for the paper: “Inflation and Individual Investors’ Behavior: Evidence from the German Hyperinflation”

Felix von Meyerinck (University of Zurich)

2022 Joint Autumn Seminar (awarded by Inquire Europe and Inquire UK)

First Prize for the paper: “Green Sentiment, Stock Returns and Corporate Behavior”

Marie Briere (Amundi and Université Libre de Bruxelles)

2021 Research Prize

Research Prize for the paper: “Long-term investors, Demand Shifts and Yields”

Kristy Jansen (Tilburg University and Dutch Central Bank)

2019 Autumn Seminar 

First prize: “The Costs and Benefits of Performance Fees in Mutual Funds”

Henri Servaes (London Business School)
 

2018 Autumn Seminar 

First prize: “Performance of socially responsible portfolios: The role of CSR exposures and CSR ratings”

Benjamin Hübel (Friedrich-Alexander-University Erlangen-Nürnberg) 
 

2018  Joint Spring Seminar (awarded by Inquire Europe & Inquire UK)

First Prize: “The Bond Pricing Implications of Rating-Based Capital Requirements” 

Stanislava Nikolova, University of Nebraska-Lincoln
 

2017 Autumn Seminar 

First prize: “Carry investing on the yield curve”

Martin Martens, Robeco 
 

2017  Joint Spring Seminar (awarded by Inquire Europe & Inquire UK)

First Prize: “Bear Beta” 

Scott Murray, Georgia State University
 

2016 Autumn Seminar 

First prize: “On Asset Allocation of a Default Pension Fund”

Magnus Dahlquist, Stockholm School of Economics


2016  Joint Spring Seminar (awarded by Inquire Europe & Inquire UK)

First Prize: “The correlation risk premium term structure”

Gonçalo Faria, Católica Porto Business School

2015 Autumn Seminar 

First prize: “Do prices reveal the presence of informed trading?”

Pierre Collin-Dufresne, Swiss Finance Institute @ EPFL



2015  Joint Spring Seminar (awarded by Inquire Europe & Inquire UK)

First Prize: “Portfolio Selection with Options“

Semyon Malamud, Swiss Finance Institute @ EPFL

2014 Autumn Seminar 

First Prize: “Macroeconomic Variables and the Term Structure: Long-Run and Short-Run Dynamics”

Kris Jacobs, C.T. Bauer College of Business, University of Houston

2014 Joint Spring Seminar (awarded by Inquire Europe & Inquire UK)

First prize: “… and the Cross-Section of Expected Returns” 

Campbell Harvey, Fuqua School of Business, Duke University) based on a paper co-authored with Yan Liu and Heqing Zhu (the presentation is entitled “Backtesting”)

2013  Autumn Seminar 2013

First Prize:  “Generalized Risk-Based Investing”

Emmanuel Jurczenko, ESCP-EUROPE
 

2012/2013 Autumn Seminar 2012 and Spring Seminar 2013

First Prize: “Momentum Strategies in Futures Markets and Trend-Following Funds”

Nick Baltas, Imperial College Business School

Second Prize: “The Stock Market Price of Commodity Risk”

Martijn Boons, Department of Finance, Tilburg University

Third Prize: “Trade Credit and Cross Country Predictable Funds Returns”

Rui Albuquerque, Boston University

2011/2012 Autumn Seminar 2011 and Spring Seminar 2012

First Prize: “Stock return predictability and variance risk premia: statistical inference and international evidence“

Tim Bollerslev, Duke University
 

Second Prize: “Extreme dependence structures and the cross section of expected returns”

Stefan Ruenzi, University of Mannheim

Third Prize: “Private equity performance and liquidity risk”

Ludovic Phalippou, University of Amsterdam

2010/2011 Autumn Seminar 2010 and Spring Seminar 2011
 

First Prize: “The “FED-model””

Henrik Hasseltoft, Institut für schweizerisches Bankwesen

Second Prize: Inflation Risk and the Inflation Premium

Geert Bekaert, The Wharton School, University of Pennsylvania

Third Prize: Improving Portfolio Selection Using Option-Implied Volatility and Skewness

Raman Uppal, CEPR and London Business School

2009/2010 Autumn Seminar 2009 and Spring Seminar 2010

First Prize: “Dynamic Allocation Decisions in the Presence of Funding Ratio Constraints”

Lionel Martellini, EDHEC Risk and Asset Management Research Center Dynamic Allocation Decisions in the Presence of Funding Ratio Constraints       

Second Prize: “When there is No Placet o Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns”

Robert Kosowski, Imperial College Business School

Third Prize: “Risk and Exected Returns of Private Equity Investments: Evidence Based on Market Prices”

Roman Kräussl, De Vrije Universiteit Amsterdam

2008/2009: Spring & Autumn Seminar 2008 and 2009 Spring Seminar

First Prize: “Jump and Cojump Risk in Subprime Home Equity Derivatives”

Bruce Mizrach, Rutgers University

Second Prize: “Derivative Pricing with Liquidity Risk”

Joost Driessen, University of Amsterdam

Third Prize: “The Divergence of Liquidity Commonality in the Cross-Section of Stocks”

Ronnie Sadka, Boston University

2007  Autumn & Spring Seminar

First Prize: Pension Fund Investments and the Valuation of Liabilities under Conditional Indexation

Russ Wermers, Robert H. Smith School of Business, University of Maryland

Second Prize: “Volatility Swaps”

Marcus Leippold, Swiss Banking Institute (ISB) and University of Zürich

Third Prize: “The Performance of Private Equity Funds”

Ludovic Phalippou, University of Amsterdam Faculty of Economics and Econometrics

2006  Autumn & Spring Seminar

First Prize: “Pension Fund Investments and the Valuation of Liabilities under Conditional Indexation”

Frank de Jong, Tilburg University

Second Prize: “Corrleation Risk and Optimal Portfolio Choice”

Andrea Buraschi, Imperical College

2005  Autumn & Spring Seminar

First Prize: “Corporate Innovation, Price Momentum and Equity Returns”

Maria Vassalou, Graduate School of Business

Second Prize: “Strategic Asset Allocation With Liabilities: Beyond Stocks and Bonds”

Roy Hoevenaars, Maastricht University and ABP Investments

Honorable Mention: “Disposition matters: Volume, Volatility and Price Impact of Behavioral Biases”

Massimo Massa, INSEAD

Click here for the overview of Inquire Europe prize winners for the period 1990 – 2004.

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© 1990-2025  Inquire Europe - Institute for quantitative investment research

  • About
    • About Inquire Europe
    • Our Board
    • Committees
    • Honorary members
    • Sister organisations
    • CQA
  • News
  • Membership
    • Membership
    • Our members
    • Membership fee
    • Registration form
    • Young Professionals Program
    • Guest program
  • Seminars / Webinars
    • Seminars / Webinars
    • Future seminars
    • Previous seminars
  • Research
    • Research
    • Research Published in Top Finance Journals
    • Finished research projects
    • Projects under development
  • Awards
  • Contact