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.
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