2021 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.

2021 winners:

First place:
A New Index of the Business Cycle
Presenter: David Turkington

Second place:
Volatility-of-Volatility Risk in Asset Pricing
Presenter: Tarun Chordia

Third place (Tie):
Duration-Based Stock Valuation
Presenter: Jules van Binsbergen

Decoding Systematic Relative Investing: A Pairs Approach
Presenter: Campbell Harvey