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.
Source: pionline.com
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Experts on ESG, factor performance win Bernstein Fabozzi/Jacobs Levy award
Experts on ESG, factor performance win Bernstein Fabozzi/Jacobs Levy award Print From left, Mike Staunton, Paul Marsh and Elroy Dimson, co-winners of this year's Bernstein Fabozzi/Jacobs Levy Awards for Best Article Two pieces tied for Best Article in this year's Bernstein Fabozzi/Jacobs Levy Awards. First, Elroy Dimson, Paul Marsh, and Mike Staunton were honored for their piece, "Divergent ESG Ratings," which appeared in the November issue of "The Journal for Portfolio Management." The article by Mr. Dimson, professor of finance and chairman of the Center for Endowment Asset Management at J...
Source: pionline.com