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3 win Markowitz Award for paper on crowding in stocks, style factors
Andrew Ang, Ananth Madhavan and Aleksander Sobczyk were named winners of the Harry M. Markowitz Award for their paper looking at crowding in stocks.
United states
Ananth madhavan
Antti ilmanen
Russ wermers
Rachel lee
Harrym markowitz
Ashwin thapar
Tobiasj moskowitz
Andrew ang
Aleksander sobczyk
University of maryland smith school business
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Style factors
Individual equities
Investment management
New frontier advisors
Experts win top Bernstein Fabozzi/Jacobs Levy award for paper on inflation
Teun Draaisma, Ben Funnell, Campbell R. Harvey, Otto van Hemert and Henry Neville took home the top prize in the 23rd annual awards.
Frankj fabozzi
Peterl bernstein
Scott richardson
Bruce jacobs
Henry neville
Lasse heje pedersen
Kristoffer laursen
John liew
Teun draaisma
Mark kritzman
Otto van hemert
Campbellr harvey
Ben funnell
David turkington
Cliff asness
Bernstein fabozzi jacobs
AQR: Traditional Markets Won t Provide a Refuge From Inflation
The alternatives manager finds renewed evidence that commodities, trend following, global macro, and other alternatives offer inflation protection.
Ashwin thapar
Treasury inflation protected securities
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