2020 : AlphaPortfolio: Direct Construction through Reinforcement Learning and Interpretable AI∗
We are delighted to announce that the prize for best paper at the INQUIRE Autumn Residential Seminar was awarded to Markus Ibert (Federal Reserve) for his presentation titled "Return Expectations and Portfolios: Evidence from Large Asset Managers."
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. We congratulate Markus and his co-author Magnus Dahlquist on an excellent piece of research.
Members can download both the paper and the presentation here
March 2022 Call for Papers: We are looking for submissions for our spring residential seminar in May at Down Hall Hotel, Essex.
There is a £3,000 prize for the best author and the deadline is 31st March.
Join us as we are joined by Benjamin Hübel, who will be presenting sponsored research 'ESG and Corporate Credit Spreads'co-authored by Florian Barth (QPLIX), hendrik Scholz (Friedrich-Alexander University Erlangen-Nürnberg).