The Journal of Investment Consulting announces an academic paper competition on topics that examine recent research relevant to investment consulting and private wealth management. The competition is open to academics and doctoral students. Papers should provide the development of theory and applied research on the chosen topic.
Topic examples include: investment and wealth management, traditional (equity, duration, credit) and alternative (real estate, commodity, private equity) asset premia, asset allocation, security selection, currency management, factor investing, behavioral finance, impact investing, investment vehicles (separate accounts, mutual funds, hedge funds, ETFs, derivatives), investment due diligence, manager search and selection, portfolio construction, risk management, modeling tail risk, transaction costs, trading algorithms, performance analysis and attribution.
The Institute will present a cash award of $5,000 to the winner of the competition. The Journal of Investment Consulting editorial advisory board will select the winner based on quality and relevancy of the research to investment management consultants and investment advisors. The Journal of Investment Consulting will publish the paper.
Paper submission deadline: September 30, 2019
Please submit two versions of the paper (one with cover page identifying authors and one without cover page) via e-mail in either PDF or Word format to:
Debbie Nochlin, Managing Editor, Journal of Investment Consulting
2016: Cloaked Trading, by Lauren Cohen, PhD, Dong Lou, PhD, and Christopher Malloy, PhD
2015: How Smart Are Smart Beta Exchange-Traded Funds: Analysis of Relative Performance and Factor Exposure, by Denys Glushkov, PhD
2014: Foreign Investors in Emerging Equity Markets: Currency Effect Perspective, by Cheng Yan
2013: Emerging Market Outperformance: Publicly Traded Affiliates of Multinational Corporations, by Martijn Cremers, PhD
2012: Monitoring Daily Hedge Fund Performance When Only Monthly Data is Available, by Daniel Li, PhD, Michael Markov, and Russ Wermers, PhD