2013 Spring Joint Inquire UK Inquire Europe seminar details now available

Click here for details of our 2013 Spring Seminar in Edinburgh.

2012 Autumn Inquire UK Seminar, Bath - Slide now available

Papers and slide decks presented at the seminar are now available for members to download here . You will need to log on to access these files. If you need a username and password, please email This e-mail address is being protected from spam bots, you need JavaScript enabled to view it  

2012 Spring Seminar Summary now available

A summary of the joint Inquire UK/Inquire Europe seminar in Budapest is now available on the seminar page

26th June 2012 One Day Seminar at Cass Business School

Understanding Risk Premia

A one-day seminar at Cass Business School
Tuesday 26 June 2012

Despite decades of finance research on the pricing of risky securities, surprisingly little is known about the fundamentals that determine differences in risk premia across asset classes and across securities within an asset class. In a world where risk premia are time-varying and investment strategies cannot unequivocally distinguish between alpha and beta, understanding of risk premia drivers can be crucial to successful dynamic asset allocation and securities selection strategies. This seminar will feature presentations from a group of distinguished asset pricing scholars. Presentations will be based on cutting edge research that sheds new light on determinants and behaviour of risk premia in securities markets. Presentations will be research-led, but aimed at identifying tangible implications for investment managers.

[more details and document downloads]

 

Prize winners 2011/2012

The Prize Committee is delighted to announce the awards made in respect of 2011-2012, covering the Autumn 2011 Bristol seminar and the Spring 2012 seminar, held jointly with Inquire Europe in Budapest.

Prizes were awarded as follows:

  • To Alessandro Beber (now at Cass Business School) for his paper on Short-selling bans around the world: evidence from the 2007-09 crisis. This paper, which was co-authored by Marco Pagano, and Alessandro’s presentation slides may be found on the Bristol 2011 seminar archive page .

  • To Richard Payne (also of Cass Business School) for his paper on Banning Short Sales and Market Quality: the UK’s experience. This paper was co-authored by Ian W Marsh and is also included on the Bristol 2011 seminar archive page together with Richard’s presentation slides.

  • In addition, a special commendation was awarded to Kent Osband for his presentation on Rational Market Turbulence made at the Budapest seminar held in Spring 2012. Kent’s paper and presentation slides are included on the Budapest seminar archive page.

 

Spring 2012 Inquire UK - Inquire Europe Seminar, Budapest

Papers to be presented at the seminar are now available for members to download here. You will need to log on to access these files. If you need a username and password, please email This e-mail address is being protected from spam bots, you need JavaScript enabled to view it

 

2011 report and financial statements

The latest report and accounts - for the financial year ending 31 October 2011 - are now available to view on this website. Please click here to be taken to the links to the fully audited reports for the last three years.

 

Autumn 2011 Inquire UK - Inquire Seminar, Bristol UK

Papers that were presented at the seminar (with slide decks) are now available for members to download here. You will need to log on to access these files. If you need a username and password, please email This e-mail address is being protected from spam bots, you need JavaScript enabled to view it

 

Prize winners 2010/2011

Many congratulations to this year's prize winners:

 

 Spring 2011 Inquire UK - Inquire Europe Seminar, Cambridge UK

Papers that were presented at the seminar (with slide decks) are now available for members to download here. You will need to log on to access these files. If you need a username and password, please email This e-mail address is being protected from spam bots, you need JavaScript enabled to view it

 

2010 report and financial statements

The latest report and accounts - for the financial year ending 31 October 2010 - are now available to view on this website. Please click here to be taken to the links to the fully audited reports for the last three years.

 

Autumn 2010 Inquire UK Seminar, Grantham

Papers and presentation materials from the seminar are now available for members to download here. You will need to log on to access these files. If you need a username and password, please email This e-mail address is being protected from spam bots, you need JavaScript enabled to view it

 

Spring 2010 Inquire UK - Inquire Europe Seminar, Rome

Papers to be presented at the seminar are now available for members to download here. You will need to log on to access these files. If you need a username and password, please email This e-mail address is being protected from spam bots, you need JavaScript enabled to view it

 

2009 report and financial statements

The latest report and accounts - for the financial year ending 31 October 2009 - are now available to view on this website. Please click here to be taken to the links to the fully audited reports for the last three years.

 

September 2009 Inquire UK seminar, Leeds: download papers online

Speakers' slides and papers from the recent Inquire UK seminar in Leeds (6-8 September) are available for members: please click here.

 

Prize winners

Many congratulations to this year's prize winners:

Bobby Gramacy, for his paper presented at the Inquire spring seminar 2008, and co-authored with Joo Hee Lee:
On estimating covariances between many assets with histories of highly variable length

Robert Kosowski, for his paper presented at the autumn seminar 2008, and co-authored with Doron Avramov, Narayan Naik and Melvyn Tao:
Investing in hedge funds when returns are predictable

 

March 2009 Inquire UK - Inquire Europe seminar, Edinburgh

All papers and slides are now available for members to download here, as well as a summary of the papers presented at the event. You will need to log on to access these files. If you need a username and password, please email This e-mail address is being protected from spam bots, you need JavaScript enabled to view it

 

2008 report and financial statements

The latest report and accounts - for the financial year ending 31 October 2008 - are now available to view on this website. Please click here to be taken to the links to the fully audited reports for the last three years.

 

Summary of Autumn 2008 seminar

The summary of Inquire's latest conference is now available for members, along with full papers, authors' abstracts and speaker biographies. Please click here to be taken to the list of downloadable documents. All Inquire members can obtain a username and password by emailing This e-mail address is being protected from spam bots, you need JavaScript enabled to view it

 

Follow Inquire's research programme

New research is regularly posted on the Inquire website for members to view. You can view abstracts detailing on-going Inquire-funded research by clicking here. Previous research, including full papers and presentation slides, is available here.

 

Directory of Inquire UK's members, officers and committees

Please click here to log in and access the Inquire UK directory online. The directory contains contact details for officers of the institute, committee members and representatives of our corporate sponsors.

 

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Newsflash!

    2013 Spring Inquire UK Europe Seminar details available [details]  

    2012 Autumn Inquire UK Seminar slides now online [details]

    2012 Spring Seminar Summary now available

    26th June 2012 - One day seminar at Cass Business School [download papers/slides]

    2011-2012 Prize Winners announced 

    2012 Spring Joint Inquire UK/Inquire Europe Seminar documents now available