Pensions&Investments | June 28, 2018
Two academic papers shared first place in AQR Capital Management’s seventh annual AQR Insight Award, which is granted to papers that offer original approaches to investment issues, spokesman Kevin Infante confirmed.
This year, one of the winning papers was “International Currencies and Capital Allocation,” by Matteo Maggiori, an associate professor of economics at Harvard University, a faculty research fellow at the National Bureau of Economic Research and a research affiliate at the Center for Economic and Policy Research; Brent Neiman, a professor of economics at the University of Chicago Booth School of Business and a faculty research fellow at NBER; and Jesse Schreger, an assistant professor of macroeconomics at Columbia Business School and a faculty research fellow at NBER.
The other winning paper was “Taming the Factor Zoo” by Guanhao Feng, an assistant professor of statistics at City University of Hong Kong College of Business; Stefano Giglio, a professor of finance at the Yale School of Management, a faculty research fellow at NBER and a research affiliate at CEPR; and Dacheng Xiu, an associate professor of econometrics and statistics at the Booth School of Business.
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