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 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.
Source: pionline.com
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.
Source: institutionalinvestor.com