Research grants available
Inquire Europe provides financial support for academic research projects which have the potential to be applied in the field of investment management. We encourages early-stage research focusing on European issues [...]
Our latest news
Inquire Europe Welcomes New Academic Coordinator and Bids Farewell to Theo Nijman
Inquire Europe is a non for profit organization and is run on voluntary bases by the board and it’s committees. The Research [...]
In case you missed it: What is Missing in Asset-Pricing Factor Models?
A major challenge in asset pricing theory is to explain the cross-section of asset returns. To address this challenge, a large number of systematic risk or common risks have been [...]
In case you missed it: Climate Change and Long-Horizon Portfolio Choice: Combining Theory and Empirics
With more countries being overwhelmed by climate change-related events, one wonders how big of an impact this will have on the world of investments, and how investors will need to [...]
New research started: "Pension Liquidity Risk"
Kristy Jansen, Sven Klingler, Angelo Ranaldo, and Patty Duijm are working on a project sponsored by Inquire Europe. The project is scheduled to be finalized early 2024. Pension funds are [...]
New research started: "The Corporate Bond Factor Zoo"
Alexander Dickerson, Christian Julliard, and Philippe Mueller are working on a project sponsored by Inquire Europe. The project is scheduled to be finalized in the Summer 2024. After six decades [...]
New research started: "Carbon Transition Risk and Net-Zero Portfolios"
Gino Cenedese, Shangqi Han, and Marcin Kacperczykare are working on a project sponsored by Inquire Europe. The project is scheduled to be finalized by August 2024. The growing concerns about [...]
Research finalized: "Are Cryptos Different? Evidence from Retail Trading"
Shimon Kogan, Igor Makarov, Marina Niessner, Antoinette Schoar recently finalized a project sponsored by Inquire Europe. Cryptocurrency prices over the last decade have famously been marked by significant volatility and [...]
Research finalized: "Bond Risk Premia in European Government Bonds"
Andrea Berardi and Stephen Schaefer recently finalized a project sponsored by Inquire Europe. Understanding the extent to which the shape of the yield curve reflects risk premia or investors’ expectations [...]
Research finalized: "Transaction costs and capacity of systematic corporate bond strategies"
Alexey Ivashchenko and Robert Kosowskiare recently finalized a project sponsored by Inquire Europe. Can systematic corporate bond investments generate attractive returns net of costs? To answer this question, we apply [...]
In case you missed it: Mutual Fund Analysts as Information Intermediaries
Mutual fund analyst reports are essential tools for investors. These reports provide valuable insights and information about specific mutual funds, helping individuals make informed investment decisions. During the Inquire Europe [...]
In case you missed it: Less is more? Biases and overfitting in cross-sectional machine learning return predictions
In their daily investment practices, quant investors can make use of machine learning models in order to predict one-month forward stock returns based on specific stock characteristics. Generally, investors believe [...]