Markowitz Award 2021 – Vote
The Harry M. Markowitz Award (sponsored jointly by the Journal Of Investment Management & New Frontier Advisors, LLC) recognizes the seminal and transcendent impact of Dr. Markowitz’s work as a financial economist and mathematician on both theoretical finance and the practice of asset management. The award has been established to honor his legacy and to support future research and innovation in practical asset management. Candidates for the annual award are chosen from among papers published in JOIM in a calendar year.
Initial papers are judged by the JOIM’s Associate Editors / Editorial Advisors and final vote by Nobel laureates.
An honorarium of $10,000 will be bestowed to the winning paper. Two additional finalist papers will receive a Special Distinction Award along with a $5,000 honorarium.
Guidelines:
Select the top three papers published in the JOIM for consideration of award nominees. Papers should be judged on three primary criteria’s: practical significance, technical excellence and theoretical quality. Authors may not vote for themselves.
Volume 19, No. 1, First Quarter 2021
Insights: Active Investing and the Efficiency of Security Markets
Russ Wermers
https://joim.com/wp-content/uploads/emember/downloads/P0662.pdf
Volume 19, No. 2, Second Quarter 2021
Active Investing as a Negative Sum Game: A Critical Review
Geoffrey J. Warren
https://joim.com/wp-content/uploads/emember/downloads/p0667.pdf
What Happens with More Funds than Stocks? Analysis of Crowding in Style Factors and Individual Equities
Ananth Madhavan, Aleksander Sobczyk and Andrew Ang
https://joim.com/wp-content/uploads/emember/downloads/p0668.pdf
Volume 19, No. 3, Third Quarter 2021
A New Index of the Business Cycle
William Kinlaw, Mark Kritzman and David Turkington
https://www.joim.com/wp-content/uploads/emember/downloads/p0671.pdf
Volume 19, No. 4, Fourth Quarter 2021
How Do Factor Premia Vary Over Time? A Century of Evidence
Antti Ilmanen, Ronen Israel, Rachel Lee, Tobias J. Moskowitz and Ashwin Thapar
https://www.joim.com/wp-content/uploads/emember/downloads/p0680.pdf