About the award

The AQR Insight Award, sponsored by AQR Capital Management and now in its sixth year, recognizes important, unpublished papers that provide the most significant, new practical insights for tax-exempt institutional or taxable investor portfolios. Up to three papers share a $100,000 prize. Every year, we receive submissions from top academics from around the world. After a rigorous review process, we select the five best and invite the authors to present their new research at AQR. Here’s a look at the 2017 AQR Insight Award presentations. 


Submissions for the 2018 awards are now closed.


Previous Winners

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Deviations from Covered Interest Rate Parity

Wenxin Du, Ph.D., Federal Reserve Board; Alexander Tepper, Ph.D., Columbia University; and Adrien Verdelhan, Ph.D., MIT Sloan School of Management

2017 FIRST PRIZE

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Overpriced Winners

Kent Daniel, Ph.D., Columbia Business School and NBER, Alexander Klos, Ph.D., Kiel University and Kiel Institute for the World Economy, Simon Rottke, Ph.D., FCM, University of Munster

2017 HONORABLE MENTION

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An Equilibrium Model of Institutional Demand and Asset Prices

Ralph S.J. Koijen, Ph.D., New York University Stern School of Business, CEPR and NBER, and Motohiro Yogo, Ph.D., Princeton University and NBER

2017 HONORABLE MENTION

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What is the Expected Return on a Stock?

Ian Martin, Ph.D., London School of Economics and Christian Wagner, Ph.D., Copenhagen Business School

2017 HONORABLE MENTION

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Bear Beta

Zhongjin Lu, Ph.D., University of Georgia Terry College of Business and Scott Murray, Ph.D., Georgia State University J. Mack Robinson College of Business

2017 HONORABLE MENTION

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2017 Honorable Mentions

An Equilibrium Model of Institutional Demand and Asset Prices

Ralph S.J. Koijen, Ph.D., New York University Stern School of Business, CEPR and NBER, and Motohiro Yogo, Ph.D., Princeton University and NBER

2017 HONORABLE MENTION

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Bear Beta

Zhongjin Lu, Ph.D., University of Georgia Terry College of Business and Scott Murray, Ph.D., Georgia State University J. Mack Robinson College of Business

2017 HONORABLE MENTION

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Overpriced Winners

Kent Daniel, Ph.D., Columbia Business School and NBER, Alexander Klos, Ph.D., Kiel University and Kiel Institute for the World Economy, Simon Rottke, Ph.D., FCM, University of Munster

2017 HONORABLE MENTION

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What is the Expected Return on a Stock?

Ian Martin, Ph.D., London School of Economics and Christian Wagner, Ph.D., Copenhagen Business School

2017 HONORABLE MENTION

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