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• UK prizes:

2003 to 2006 (inclusive)
1999 to 2002
1995 to 1998
1992 to 1994
1988 to 1991

• International prizes

Annual prizes awarded by Inquire UK

2008

• Robert Gramacy (paper authored with Joo Hee Lee)
  UNIVERSITY OF CAMBRIDGE
  On estimating covariances between many assets with histories of highly variable length
  Click here to read this paper in the Spring 2008 Inquire seminar archive
  
  
• Robert Kosowski, (paper authored with Doron Avramov, Narayan Naik and Melvyn Tao)
  TANAKA BUSINESS SCHOOL, IMPERIAL COLLEGE, LONDON
  Investing in hedge funds when returns are predictable
  Click here to read this paper in the Autumn 2008 section of the Inquire seminar archive

2007

Click here to read these papers in the Spring 2007 section of the Inquire UK seminar archive

• Ludovic Phalippou (paper authored with Joost Driessen and Tse Chun Lin)
  UNIVERSITY OF AMSTERDAM
  Estimating the risk of private equity funds: a new methodology

• Wei Jiang (paper authored with Alon Brav, Duke University; Frank Partnoy, University of San Diego; and Randall Thomas, Vanderbilt University)
  COLUMBIA UNIVERSITY
  Hedge fund activism, corporate governance and firm performance
  
  
  

2006

• Ludovic Phalippou and Oliver Gottschalg
  UNIVERSITY OF AMSTERDAM
  Performance of private equity funds: another puzzle

• Narayan Naik, Tarun Ramadorai and Maria Stromqvist
  LONDON BUSINESS SCHOOL, OXFORD UNIVERSITY and STOCKHOLM SCHOOL OF ECONOMICS
  Capacity constraints in hedge fund strategies

2005

• Raman Uppal
  LONDON BUSINESS SCHOOL
  How inefficient are simple asset allocation strategies?

• Daniella Acker
  UNIVERSITY OF BRISTOL
  Estimating betas and stock return correlations from monthly data: a warning note

2004

• Andrew Patton
  LONDON SCHOOL OF ECONOMICS
  Are ‘market neutral’ funds really market neutral?

2003

• Raman Uppal
  LONDON BUSINESS SCHOOL
  Portfolio selection with parameter and model uncertainty

• David Buckle
  MERRILL LYNCH INVESTMENT MANAGERS
  Some aspects of active portfolio management

2002

• Raman Uppal
  LONDON BUSINESS SCHOOL
  Systemic risk and international portfolio choice

2001

• Olivier Renault
  LONDON SCHOOL OF ECONOMICS
  Option pricing with discrete rebalancing

• Andrew Jackson
  LONDON BUSINESS SCHOOL
  High frequency performance monitoring

2000

• James Sefton
  NATIONAL INSTITUTE FOR ECONOMIC AND SOCIAL RESEARCH and UBS WARBURG
  The demand for personal pensions and pension return guarantees

• Peter Pope
  LANCASTER UNIVERSITY
  Integrating style management, quantitative stock selection and valuation

1999

• Professor Gregory Connor
  LONDON SCHOOL OF ECONOMICS and BARRA INTERNATIONAL
  Dynamic portfolio rebalancing under transaction costs

• Dr Olivier Ledoit
  ANDERSON GRADUATE SCHOOL OF MANAGEMENT, UCLA
  Improved estimation of the covariance matrix of stock returns with an application to portfolio selection

1998

• Manolis Liodakis and Professor Mario Levis
  CITY UNIVERSITY BUSINESS SCHOOL
  Time-varying volatility in time-series of UK style returns

1997

• Professor Jens Carsten Jackwerth
  UNIVERSITY OF CALIFORNIA and LONDON BUSINESS SCHOOL
  Recording risk aversion from option prices and realised return

• Professor Stephen Penman
  UNIVERSITY OF CALIFORNIA and LONDON BUSINESS SCHOOL
  A comparison of different approaches to value investing

1996

• Professor Stephen Thomas
  UNIVERSITY OF WALES
  Is beta dead in the UK?

• Professor Alan Gregory
  UNIVERSITY OF GLASGOW
  An examination of the long run performance of UK acquiring firms

1995

• James Steeley and and Patricia Chelley-Steeley
  BANK OF ENGLAND and UNIVERSITY OF LONDON
  The impact of portfolio diversification on trading rule profits: some evidence for UK share portfolios

1994

• Alan Goodacre
  UNIVERSITY OF STIRLING
  Price and volume effects associated with changes in the constituents of the FTSE 100 index

• Paul Refenes
  LONDON BUSINESS SCHOOL
  Neural network applications in financial asset management

• Elroy Dimson
  LONDON BUSINESS SCHOOL
  The debate on international capital requirements

1993

• Richard Taffler
  CITY UNIVERSITY BUSINESS SCHOOL
  Window dressing and investment analysts response 

• Paula Varson and Michael Selby
  CONCORDIA UNIVERSITY MONTREAL and UNIVERSITY OF WARWICK
  Option prices as predictors of stock prices: intra-day adjustments to information releases

• S D Kothari
  UNIVERSITY OF ROCHESTER NEW YORK
  Another look at the “cross-section of expected stock returns”

1992

• Paul Draper and Gavin Brown
  UNIVERSITY OF STRATHCLYDE and PRUDENTIAL PORTFOLIO MANAGERS LIMITED
  The consistency of UK pension fund performance

1991

• Stephen Satchell and Youngjun Yoon
  UNIVERSITY OF CAMBRIDGE
  An overview of the Cambridge project: are stock prices driven by the volume of trade? The estimation of the volatility of stock prices. The Black and Scholes option price as a random variable.  Predicting British financial indices: an approach based on chaotic theory.

• Terence Mills and Gordon Pepper
  THE CITY UNIVERSITY
  Equity prices and dividends and gilt yields on the UK

• Alan Goodacre
  UNIVERSITY OF STIRLING
  Perceptions of accounting disclosure and R & D expenditure

1989

• Peter Pope and Pradeep Yadav
  UNIVERSITY OF STRATHCLYDE
  Stock index futures

• Harold Cataquet
  MANCHESTER BUSINESS SCHOOL
  Evaluating country risk in portfolio management

• Robert Arnott
  FIRST QUADRANT
  A disciplined approach to global asset allocation

• Adrian Lee
  J P MORGAN INVESTMENT MANAGEMENT
  Currency hedged international investments — normal versus tactical

International awards by Inquire and its sister organisations

European Finance Association Tutorial - Zurich 2006

Inquire UK and Inquire Europe awarded prizes for the two best papers presented at the one-day Doctoral Tutorial held on Wednesday 23 August 2006, at the University of Zurich.

The papers receiving the Inquire best paper awards were:

• Philipp Jostarndt
  UNIVERSITY OF MUNICH AND SAID BUSINESS SCHOOL
  Of bail-outs and bankruptcies: a study of distressed debt restructurings in Germany.

• Francisco Palomino
  CARNEGIE MELLON UNIVERSITY
  Optimal monetary policy and the term structure of interest rates.

There were a total of 75 submissions (2005: 59, 2004: 49), of which 57 were single authored (2005: 43, 2004: 37) and two were co-authored with a fellow PhD student.

Joint Inquire UK, Inquire Europe and Q-Group prizes - Versailles 2004

The third three-way meeting of Q-Group, Inquire Europe and Inquire UK was held at the Trianon Palace Hotel, Versailles, France from 2 to 5 May 2004. A joint prize committee, comprising members of Inquire Europe and Inquire UK prize committees and representatives of the Q-Group, chaired by Andrew Rudd (chairman of Inquire Europe’s prize committee), met at the end of the seminar and allocated two prizes, one for innovation and the other for investment potential.

• Paul Embrechts was awarded the innovation prize, for Quantifying regulatory capital for operational risk.

• Luis Viceira won the investment potential prize, for The term structure of the risk-return trade-off.

The prizes are silver scrolls which are sent to the prize winners and returned to the organisers of the following three-way seminar.