2016 Roger F. Murray Prize Winners

The Institute for Quantitative Research in Finance (The Q Group) is pleased to announce the 2016 winners of its annual Roger F. Murray Prizes, awarded to individuals who present outstanding research at the Q Group’s semi-annual seminars.

The 2016 winners are:

1ST PRIZE

Transaction Costs, Trade Throughs and Riskless Principal Trading in Corporate Bond Markets
Presenter: Larry Harris, Marshall School of Business, USC
Co-Author: Richard R. Lindsey, Janus Liquid Alternative Investments
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2ND PRIZE

Spectral Portfolio Theory
Presenter: Andrew Lo, MIT Sloan School of Management and Director of the MIT Laboratory for Financial Engineering
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3RD PRIZE

Challenges of an Aging World for the Financial Industry
Presenter: Olivia S. Mitchell, International Foundation of Employee Benefit Plans Professor and Professor of Insurance and Risk Management, The Wharton School, University of Pennsylvania
Co-Author: Annamaria Lusardi, Denit Trust Chair of Economics and Accountancy at the George Washington University School of Business
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