The joint prize committee of Inquire Europe and Inquire UK have decided to award the prize for the Spring 2015 seminar to Semyon Malamud for his presentation titled “Portfolio Selection with Options”.
It’s with great pleasure that we would like to announce the award winner from our joint Inquire Europe / Inquire UK annual spring conference, held in Coombe Abbey on 15 – 17 March 2015. The award recognizes both the content of the paper and the delivery of the presentation.
The committee found the paper of professor Malamud, introducing dynamic option trading and non-linear views into the classic portfolio selection problem, to be an innovative contribution to the literature of portfolio theory, and one which has the potential to open new avenues both of research and investment management. Professor Malamud presented the concept of Greek-efficient portfolios in a stimulating manner, and handled the more detailed empirical investigation with proper rigour, while still retaining the interest of the audience. The feedback from the delegates was very positive.
We congratulate our winner, and we are delighted this paper was submitted to Inquire.