Two Papers Share First Prize
May 29, 2015 09:30 AM Eastern Daylight TimeGREENWICH, Conn.--( BUSINESS WIRE )--AQR Capital Management, LLC ("AQR") today announced the winners of its fourth annual AQR Insight Award.
Two papers share First Prize: "Commodity Trade and the Carry Trade: A Tale of Two Countries," by Robert Ready, Ph.D., Simon School of Business, University of Rochester; Nikolai Roussanov, Ph.D., Wharton School, University of Pennsylvania, and NBER; and Colin Ward, Ph.D., Carlson School of Management, University of Minnesota; and "Option-Based Credit Spreads," …