2020 Roger F. Murray Prize Winners

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.

2020 winners:

First place:
Variance Risk in Global Markets
Presenter: Robert Hodrick

Second place:
Hedging Risk Factors
Presenter: Tyler Muir

Third place:
Sticky Expectations and the Profitability Anomaly
Presenter: David Tesmar