The INQUIRE JOINT SEMINAR PRIZE 2015 was awarded in respect of papers presented at the seminar held 15th-17th March at Coombe Abbey, Warwickshire.
It was awarded to Semyon Malamud of the Swiss Finance Institute for his paper Portfolio Selection with Options.
In their citation, the committee state that they found the paper, which introduced dynamic option trading and non-linear views into the classic portfolio selection problem, to be an innovative contribution to the literature of portfolio theory, and one with the potential to open new avenues both of research and investment management; and that Professor Malamud presented the concept of Greek-efficient portfolios in a stimulating manner, and handled the more detailed empirical investigation with proper rigour, while still retaining the interest of the audience.
Past Prize Winners
The names of past prize-winners, and their papers will be updated shortly.