About the award

The AQR Insight Award, sponsored by AQR Capital Management and now in its seventh year, recognizes important, unpublished papers that provide the most significant, new practical insights for tax-exempt institutional or taxable investor portfolios.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 2018 AQR Insight Award presentations. 




2018 First Prize Winners

International Currencies and Capital Allocation

Matteo Maggiori, Harvard University, NBER and CEPR; Brent Neiman, University of Chicago Booth School of Business and NBER; and Jesse Schreger, Columbia University Graduate School of Business and NBER

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Taming the Factor Zoo

Guanhao Feng, City University of Hong Kong, College of Business; Stefano Giglio, Yale School of Management; Dacheng Xiu, Booth School of Business, University of Chicago

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2018 Honorable Mentions

A Measure of Risk Appetite for the Macroeconomy

Carolin Pflueger, University of British Columbia; Emil Siriwardane, Harvard Business School; Adi Sunderam, Harvard Business School and NBER

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Opportunism as a Firm and Managerial Trait: Predicting Insider Trading Profits and Misconduct

David Hirshleifer, University of California Merage School of Business, and Usman Ali

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Asset Mispricing

Kurt F. Lewis, Federal Reserve Board of Governors; Francis A. Longstaff, UCLA Anderson School; Lubomir Petrasek, Federal Reserve Board of Governors

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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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