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2021 AQR Insight Award Call for Papers

·3 mins read

AQR Capital Management, LLC ("AQR") is now accepting submissions for the 2021 AQR Insight Award.

The AQR Insight Award recognizes and rewards exceptional academic working papers that offer original, intelligent approaches to practical issues in the investment world. Up to three papers share a $100,000 annual prize.

AQR will consider papers on any investment-related topic as long as they deliver clear, significant insights. Winners are chosen by the AQR Insight Award Committee, a panel of senior members of the firm, many of whom are leading academic finance experts from top universities.

The deadline for entries is November 1, 2020 and papers must not be published before that date. Finalists will be invited to present their research in May 2021, and winners will be subsequently announced in June.

Please note that the 2020 AQR Insight Award was deferred to 2021. Any papers submitted for the 2020 award will automatically be considered for the 2021 award.

More information and instructions for submitting papers may be found at www.aqr.com/insightaward.

The AQR Insight Award counts many esteemed academics among its recipients. Past first prize winners of the AQR Insight Award include:

2019
"Can the Market Multiply and Divide? Non-Proportional Thinking in Financial Markets"
by Kelly Shue, Yale University and NBER, and Richard R. Townsend, University of California San Diego.

2018
"International Currencies and Capital Allocation"
by Matteo Maggiori, Harvard University, NBER and CEPR; Brent Neiman, University of Chicago Booth School of Business and NBER; and Jesse Schreger, Columbia University Graduate School of Business and NBER.
"Taming the Factor Zoo" by Guanhao Feng, City University of Hong Kong College of Business; Stefano Giglio, Yale School of Management, NBER and CEPR; and Dacheng Xiu, University of Chicago Booth School of Business.

2017
"Deviations from Covered Interest Rate Parity"
by Wenxin Du, Federal Reserve Board; Alexander Tepper, Columbia University; and Adrien Verdelhan, MIT Sloan School of Management.

2016
"A Tough Act to Follow: Contrast Effects in Financial Markets"
by Samuel M. Hartzmark, University of Chicago Booth School of Business, and Kelly Shue, University of Chicago Booth School of Business and NBER.
"Size Discovery" by Darrell Duffie, Graduate School of Business, Stanford University, and Haoxiang Zhu, MIT Sloan School of Management.

2015
"Commodity Trade and the Carry Trade: A Tale of Two Countries"
by Robert Ready, Simon School of Business, University of Rochester; Nikolai Roussanov, Wharton School, University of Pennsylvania, and NBER; and Colin Ward, Carlson School of Management, University of Minnesota.
"Option-Based Credit Spreads" by Christopher L. Culp, Johns Hopkins University and Swiss Finance Institute; Yoshio Nozawa, Federal Reserve Board; and Pietro Veronesi, University of Chicago Booth School of Business, NBER and CEPR.

2014
"The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response"
by Eric Budish, University of Chicago; Peter Cramton, University of Maryland, College Park; and John J. Shim, University of Chicago.

2013
"Conditional Risk Premia in Currency Markets and Other Asset Classes"
by Martin Lettau, University of California at Berkeley; Matteo Maggiori, New York University; and Michael Weber, University of California at Berkeley.

2012
"Market Expectations in the Cross Section of Present Values"
by Bryan Kelly, University of Chicago Booth School of Business, and Seth Pruitt, Federal Reserve Board of Governors.

About AQR

AQR is a global investment management firm dedicated to delivering results for our clients. At the nexus of economics, behavioral finance, data and technology, AQR’s evolution over two decades has been a continuous exploration of what drives markets and how it can be applied to client portfolios. The firm is headquartered in Greenwich, Connecticut, with offices in Bangalore, Frankfurt, Hong Kong, London and Sydney.

View source version on businesswire.com: https://www.businesswire.com/news/home/20200922005978/en/

Contacts

Kevin Infante
Kevin.infante@aqr.com
203-742-3750