JPM 2021 most popular paper released (with download)

Quantitative investment and machine learning WeChat official account , Is the industry vertical to Quantified investment 、 Hedge funds 、Fintech、 Artificial intelligence 、 big data The mainstream we media in other fields . The official account is owned by Public offering 、 private 、 brokers 、 futures 、 Bank 、 insurance 、 Colleges and universities Other industries 30W+ Concern , Won the 2021 year AMMA Excellent brand strength 、 Excellent insight Award , continuity 2 Tencent cloud + Selected by the community “ Author of the year ”.

In recent days, ,JPM Announced the third 23 Session year Bernstein Fabozzi/Jacobs Levy The winners of the grand prize , Every year, QIML I'm looking forward to it ~

Let's take a look at 2021 Best paper of the year 、 Who will spend all the outstanding papers ！

Best paper

The Best Strategies for Inflationary Times

Henry Neville, Teun Draaisma, Ben Funnell, Campbell R. Harvey, Otto Van Hemert

Outstanding thesis

For outstanding papers , We see , There are two articles from AQR, Have to say Cliff Asness The team has a set of academic research ！

Is (Systematic) Value Investing Dead?

Ronen Israel, Kristoffer Laursen, and Scott Richardson 

Deep Value

Cliff Asness, John Liew, Lasse Heje Pedersen, Ashwin Thapar

The Myth of Diversification Reconsidered

William Kinlaw, Mark Kritzman, Sébastien Page, David Turkington

About Bernstein Fabozzi/Jacobs Levy Awards

Bernstein Fabozzi/Jacobs Levy The grand prize is selected by readers every year , Recognition every year in The Journal of Portfolio Management The most innovative and insightful research .

The award was established in 1999 year , Whether the company innovates iteratively in its technology field Peter L. Bernstein and Frank J. Fabozzi The outstanding contributions of the two editors in the financial field , And promote excellent research on portfolio management theory and practice .

The best article award is 5000 dollar , Each outstanding article is awarded 2500 dollar .

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