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Harry M. Markowitz Award

MarkowitzAwardLogo

The Harry M. Markowitz Award (sponsored jointly by the ( JOIM and 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. Final selection consists of Nobel Prize 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.

2022 Harry Markowitz Award
Relevance
Megan Czasonis, Mark Kritzman and David Turkington

2022 Special Distinction Awards
Carbon Emissions and Asset Management
Ashwin Alankar and Myron Scholes
&
Characteristic-Based Returns: Alpha or Smart Beta?
Soohun Kim, Robert A. Korajczyk and Andreas Neuhierl 

Formal announcement will be held at the upcoming Spring JOIM Conference:

March 26 – 28, 2023 / UC San Diego
Agenda
As part of our Spring JOIM Conference, we will feature a finance research symposium in honor of Bruce N. Lehmann at UC San Diego.   
The next two days will have selected presentations which provide timely insights both for background and actionable follow-up. Read more ……… 


newfrontier

Call For Papers

Year Award Author(s) Title
2021 Harry Markowitz Ananth Madhavan, Aleksander Sobczyk and Andrew Ang What Happens with More Funds than Stocks? Analysis of Crowding in Style Factors and Individual Equities
Vol. 19, No. 2, 2021
2021 Special Distinction Antti Ilmanen, Ronen Israel, Rachel Lee, Tobias J. Moskowitz and Ashwin Thapar

How Do Factor Premia Vary Over Time? A Century of Evidence
Vol. 19, No. 4, 2021

2021 Special Distinction Russ Wermers Active Investing and the Efficiency of Security Markets
Vol. 19, No. 1, 2021
2020 Harry Markowitz Ronen Israel, Bryan Kelly and Tobias Moskowitz Can Machines “Learn” Finance?
Volume 18, No. 2, 2020
2020 Special Distinction Andrew W. Lo, Alexander Remorov and Zied Ben Chaouch Measuring Risk Preferences and Asset-Allocation Decisions: A Global Survey Analysis
Volume 18, No. 3, 2020
2020 Special Distinction Robert C. Merton and Arun Muralidhar Six-Component Integrated Approach to Addressing the Retirement Funding Challenge
Volume 18, No. 4, 2020

2019
Harry Markowitz John Hull, Andrew W. Lo, Roger Stein Funding the Long Shot
Vol. 17, No. 4, 2019
2019 Special Distinction Ananth Madhavan and Aleksander Sobczyk Does Trading By ETF and Mutual Fund Investors Hurt Performance? Evidence from Time-and Dollar-Weighted Returns
Vol. 17, No. 3, 2019
2019 Special Distinction James X. Xiong and Thomas M. Idzorek Quantifying the Skewness Loss of Diversification
Vol. 17, No. 2, 2019
2018 Harry Markowitz Sanjiv R. Das, Daniel Ostrov, Anand Radhakrishnan and Deep Srivastav A New Approach to Goals-Based Wealth Management
Vol. 16, No. 3, 2018
2018 Special Distinction Clemens Sialm, Laura Starks and Hanjiang Zhang Defined Contribution Pension Plans and Mutual Fund Flows
Vol. 16, No. 4, 2018
2018 Special Distinction Andrei Kirilenko, Albert S. Kyle, Mehrdad Samadi and Tugkan Tuzun Automation, Intermediation and the Flash Crash
Vol. 16, No. 3, 2018
2017 Harry Markowitz Andrew W. Lo Moore’s Law Vs. Murphy’s Law in the Financial System: Who’s Winning?
Vol. 15, No. 1, 2017
2017  Special Distinction Gerald T. Garvey, Joshua Kazdin, Ryan LaFond, Joanna Nash and Hussein Safa A Pitfall in Ethical Investing: ESG Disclosures Reflect Vulnerabilities, not Virtues
Vol. 15, No. 2, 2017
2017  Special Distinction Moshe Levy Measuring Portfolio Performance: Sharpe, Alpha, or the Geometric Mean
Vol. 15, No. 3, 2017
 2016 Harry Markowitz Robert S. Harris, Tim Jenkinson and Steven N. Kaplan  How Do Private Equity Investments Perform Compared to Public Equity?
Vol. 14, No. 3, 2016
 2016  Special Distinction  Moshe Levy  It’s Easy to Beat the Market
Vol. 14, No. 3, 2016
 2016  Special Distinction W.V. Harlow and Keith C. Brown Market Risk, Mortality Risk, And Sustainable Retirement Asset Allocation: A Downside Risk Perspective
Vol. 14, No. 2, 2016
2015 Harry Markowitz James X. Xiong and Roger G. Ibbotson Momentum, Acceleration, and Reversal
Vol. 13, No. 1, 2015
2015 Special Distinction Clifford S. Asness, Antti Ilmanen, Ronen Israel and Tobias J. Moskowitz Investing with Style
Vol. 13, No. 1, 2015
2015 Special Distinction Harry M. Markowitz INSIGHTS – Consumption, Investment and Insurance in the Game of Life
Vol. 13, No. 3, 2015
2014 Harry Markowitz Zvi Bodie and Marie Briere Sovereign Wealth and Risk Management: A Framework for Optimal Asset Allocation of Sovereign Wealth 
Vol. 12, No. 1, 2014
2014 Special Distinction Peter Lee and Andrew W. Lo Hedge Fund Beta Replication: A Five Year Retrospective
Vol. 12, No. 3, 2014
2014 Special Distinction Lisa Goldberg, Ran Leshem and Patrick Geddes Restoring Value to Minimum Variance 
Vol. 12, No. 2, 2014
2013 Harry Markowitz John C. Hull Alan White LIBOR Versus OIS: The Derivatives Discounting Dilemma
Vol. 12, No. 3, 2013
2013 Special Distinction Mark Seasholes and Ning Zhu Investing in What You Know The Case of Individual Investors and Local Stock
Vol. 11, No. 1, 2013
2013 Special Distinction Lawrence E. Harris, Ethan Namvar and Blake Phillips Price Inflation and Wealth Transfer During the 2008 SEC Short Sale Ban
Vol. 11, No. 2, 2013
2012 Harry Markowitz Moshe Levy and Richard Roll A New Perspective on the Validity of the CAPM: Still Alive and Well
Vol. 10, No. 3, 2012
2012 Special Distinction Zvi Bodie, Jerome Detemple and Marcel Rindisbacher Lifecycle Consumption-Investment Policies and Pension Plans: a Dynamic Analysis
Vol. 10, No. 1, 2012
2012 Special Distinction Jeffrey Graham Comment on the Theoretical and Empirical Evidence of Fundamental Indexing
Vol. 10, No. 1, 2012
2011 Harry Markowitz John Y. Campbell, Jens Hilscher and Jan Szilagyi Predicting Financial Distress and the Performance of Distressed Stocks
Vol. 9, No. 2, 2011
2011 Special Distinction Harry M. Markowitz, Robert Snigaroff and David Wroblewski The Supply and Demand of Alpha
Vol. 9, No. 1, 2011
2011 Special Distinction Eric Fielding, Andrew W. Lo and Jian Helen Yang The National Transportation Safety Board: A Model for Systemic Risk Management
Vol. 9, No. 1, 2011
2010 Harry Markowitz Andrew W. Lo and Mark T. Mueller Warning: Physics Envy May Be Hazardous to Your Wealth!
Vol. 8, No. 2, 2010
2010 Special Distinction David N. Esch Non-Normality Facts and Fallacies
Vol. 8, No. 1, 2010
2010 Special Distinction John Hull and Alan White An Improved Implied Copula Model and Its Application to the Valuation of Bespoke CDO Tranches
Vol. 8, No. 3, 2010

 

Press Releases:
Press Release, 2021
Press Release, 2020 Harry M. Markowitz Award Winners
Press Release, 2019 Harry Markowitz Award Winners
Press Release, 2018 Harry M. Markowitz Award Winners
Press Release, 01/27,2016, The Sixth Harry Markowitz Award Winners
Press Release, 02/03/14, The Fourth Harry M. Markowitz Award Winners
Press Release, 01/31/13, The Third Harry M. Markowitz Award Winners
Press Release, 02/21/12, The Second Harry M. Markowitz Award Winners
Press Release, 02/24/11, The First Harry M. Markowitz Award Winners
Press Release, 05/26/10, Harry M. Markowitz Award Established

 

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