Awards

 

Once a year, Inquire Europe awards cash prizes to those who have presented the best papers at the seminars held during the year. These prizes serve to maintain the quality of seminar presentations, help to attract leading researchers and state-of-the-art research to the seminar as well as providing a check and balance to the projects funded by the Research Committee. Below you an overview of the prize winners as of 2005.
 

 

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.