We’re using cookies, but you can turn them off in 隐私设置. Otherwise, you are agreeing to our use of cookies. 详情请参阅DET365的 隐私政策.

Graham and Dodd Awards of Excellence

关于颁奖

Financial Analysts Journal aims to be the leading practitioner journal in the investment management community by advancing the knowledge and understanding of the practice of investment management. As part of this mission, and to honor Benjamin Graham and David Dodd, the Graham and Dodd Awards were created in 1960 to recognize excellence in research and financial writing in the Financial Analysts Journal.

2020 Graham and Dodd Award Winners

Past Graham and Dodd Award Winners

2019

最高奖项

“什么是质量?"
Jason Hsu, Vitali Kalesnik, and Engin Kose

书卷奖

“Comparing Cost-Mitigation Techniques"
Robert Novy-Marx and Mihail Velikov

2018

最高奖项

"Buffett's Alpha"
Andrea Frazzini, David Kabiller, CFA, and Lasse Heje Pedersen

书卷奖

"Hedge Funds and Stock Price Formation"
Charles Cao, Yong Chen, William N. Goetzmann, and Bing Liang

2017

书卷奖

“新闻与. Sentiment: Predicting Stock Returns from News Stories"
史蒂文·L. Heston and Nitish Ranjan Sinha

"Factor Investing in the Corporate Bond Market"
Patrick Houweling and Jeroen van Zundert, CFA

2016

最高奖项

"Interconnectedness in the CDS Market"
Mila Getmansky, Giulio Girardi, and Craig Lewis

书卷奖

"Will Your Factor Deliver? An Examination of Factor Robustness and Implementation Costs"
Noah Beck, Jason Hsu,*Vitali Kalesnik, and Helge Kostka

"的 Misrepresentation of Earnings"
Llia Dichev, John Graham, Campbell R. Harvey, and Shiva Rajgopal

*Per the policies of the Financial Analysts Journal, individuals who serve in an editorial role are not eligible to receive an award. Accordingly, not all authors of this article will be presented the 书卷奖.

2015

最高奖项

"的 Only Spending Rule Article You Will Ever Need"
M. Barton Waring and Laurence B. 西格尔

书卷奖

"No Portfolio is an Island"
大卫·米. Blanchett, CFA, and Philip U. Straehl

"的 Crash Risks of Style Investing: Can 的y Be Internationally Diversified"
蒂莫西·K. Chue, Yong Wang, CFA, and Jin Xu

Best Perspectives Award

"的 British Origins of the US Endowment Model"
David Chambers and Elroy Dimson

Readers' Choice Award

"Low-Volatility Cycles: 的 Influence of Valuation and Momentum on Low-Volatility Portfolios"
Luis Garcia-Feijóo, CFA, CIPM,* Lawrence Kochard, CFA, Rodney N. Sullivan, CFA,* and Peng Wang, CFA

*Per the policies of the Financial Analysts Journal, individuals who serve in an editorial role are not eligible to receive an award. Accordingly, not all authors of this article will be presented the 书卷奖.

2014

最高奖项

"Exotic Beta Revisited"
Mark Carhart, CFA, Ui-Wing Cheah, CFA, Giorgio De Santis, Harry Farrell, and Robert Litterman

书卷奖

"Flows, Price Pressure, and Hedge Fund Returns"
Katja Ahoniemi and Petri Jylhä

"的 Low-Risk Anomaly: A Decomposition into Micro and Macro Effects"
Malcolm Baker, Brendan Bradley, and Ryan Taliaferro

"Asset Allocation: Risk Models for Alternative Investments"
Niels Pedersen, Sébastien Page, CFA, and Fei He, CFA

Best Perspectives Award

"Past, Present, and Future Financial Thinking"
威廉F. 夏普

Readers' Choice Award

"的 Global Multi-Asset Market Portfolio, 1959-2012"
Ronald Doeswijk, Trevin Lam, CFA, and Laurens Swinkels

友情链接: 1 2 3 4 5 6 7 8 9 10