2018 Roger F. Murray Prize Winner

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

The Spring 2018 winner is:

Empirical Asset Pricing via Machine Learning
Author: Bryan Kelly, Professor of Finance, Yale School of Management

The Fall 2018 winner is:

Technological Links and Predictable Returns
Authors:
Charles M.C. Lee, Stanford University Graduate School of Business
Stephen Teng Sun, City University of Hong Kong
Rongfei Wang, Peking University Guanghua School of Management
Ran Zhang, Peking University Guanghua School of Management