Inquire Europe awards prizes for best research 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 unqiue 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.
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 as of 1990 - onwards.