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 Joint Spring Seminar (awarded by Inquire Europe & Inquire UK)
First Prize: "Bear Beta"
Zhongjin Lu (University of Georgia) and 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*, Hitesh Doshi and Rui Liu (C.T. Bauer College of Business, University of Houston) for the paper
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), Thierry Michel (Lombard Odier), and Jérôme Teiletche (Lombard Odier)
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)*, Frans de Roon (Tilburg University) and Marta Szymanowska (Rotterdam School of Management, Erasmus 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), James Marone (Federal Reserve Board), Lai Xu (Duke University) and Hao Zhou (Federal Reserve Board)
Second Prize: "Extreme dependence structures and the cross section of expected returns"
Stefan Ruenzi* and Florian Weigert, University of Mannheim
Third Prize: "Private equity performance and liquidity risk"
Ludovic Phalippou* (University of Amsterdam), Francesco Franzoni (Univerity of Lugano) and Eric Nowak (University of Lugano)
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 rRisk 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.