2021 Prize Awarded for the Best Presentation at the Autumn Residential Seminar
A joint prize is normally awarded every year to the best paper presented at the joint INQUIRE and Inquire Europe seminar. As the joint seminar did not take place in 2021, INQUIRE decided to award a prize to a paper presented at the Autumn Residential Seminar instead. The seminar was held in Bath from 12th to 13th November 2021, and the prize was awarded to Markus Ibert (Federal Reserve) for his presentation titled "Return Expectations and Portfolios: Evidence from Large Asset Managers" (joint with Magnus Dahlquist).
2019 INQUIRE Young Quant Research Competition.
Consistent with its mission to bridge the gap between investment management practice and academic research, this new initiative aims to bring new emerging talent in contact with INQUIRE and its sponsor firms. We invited students currently registered for doctoral or masters level degrees to enter Competition by submitting a detailed research proposal. We received ten submissions and selected three for presentation at the UCL Business School Seminar in June 2019. Sponsors attending the Seminar voted on the best proposals and decided that the Competition winners are: - Chuanping Sun (Queen Mary University of London) for his presentation “Portfolio Selection with machine learning” (joint with Kazuhiru Hiraki); and - Zeming Li (Southampton University) for his presentation “Intraday Reversal at the equity market open”.
2019 Prize awarded for the best presentation at the Spring Joint Conference
This joint prize is awarded annually to the best paper presented at the joint INQUIRE and Inquire Europe seminar. This year the joint seminar was held at Oakley Court Hotel in Windsor, UK from 24th to 26th March 2019, and the prize was awarded to David Rapach (Saint Louis University, USA) for his presentation entitled "Sparse Macro Factors".
2018 Prize awarded for the best presentation at the Spring Joint Conference
This joint prize is awarded annually to the best paper presented at the joint INQUIRE and Inquire Europe seminar. This year the joint seminar was held at the Kempinski Taschenbergpalais Hotel in Dresden, Germany from 18-20 March 2018, and the prize was awarded to Stanislava Nikolova (University of Nebraska-Lincoln) for her presentation entitled: "The Bond Pricing Implications of Rating-Based Capital Requirements".
2017 Prize awarded for the best presentation at the Spring Joint Conference
This joint prize is awarded annually to the best paper presented at the joint INQUIRE and Inquire Europe seminar. This year the joint seminar was held at the Hilton Hotel in Liverpool from 19-21st March 2017, and the prize was awarded to the joint authors of the best paper presented there, namely Zhongjin Lu (University of Georgia) and Scott Murray (Georgia State University) for the presentation “Bear beta”.
2016 Prize awarded for the best presentation at the Spring Joint Conference
This joint prize is awarded annually to the best paper presented at the joint INQUIRE and Inquire Europe seminar. This year the joint seminar was held at Okura Hotel in Amsterdam, 13-15 March 2016, so the prize was awarded to the presenter of the best paper there, namely: Gonçalo Faria (Católica Porto Business School) for his presentation: “The correlation risk premium term structure”
2015 Prize awarded for the best presentation at the Spring Joint Conference
This joint prize is awarded annually to the best paper presented at the joint INQUIRE and Inquire Europe seminar. This year the joint seminar was held at Coombe Abbey, Warwickshire, UK on 15-17 March 2015, so the prize was awarded to the presenter of the best paper there, namely: Seymon Malamud (Swiss Finance Institute, École Polytechnique Fédérale de Lausanne (EPFL) and CEPR) for his presentation “Portfolio Selection with Options and Transaction Costs”.
2014 Prize awarded for the best presentation at the Spring Joint Conference
The first joint prize under the new procedures was awarded in respect of the presentations made at the joint seminar held in Vienna on 23-25 March 2014. It was awarded to Campbell Harvey, Fuqua School of Business, Duke University for his presentation “Backtesting: ...and the Cross-Section of Expected Returns” based on his papers co-authored with Yan Liu, Texas A&M University, and Heqing Zhu, University of Oklahoma