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Harry M. Markowitz Award

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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.

2019 Harry Markowitz Award
Funding the Long Shot
John Hull, Andrew W. Lo, Roger Stein

2019 Special Distinction Awards
Does Trading By ETF and Mutual Fund Investors Hurt Performance? Evidence from Time-and Dollar-Weighted Returns
Ananth Madhavan and Aleksander Sobczyk

Quantifying the Skewness Loss of Diversification
James X. Xiong and Thomas M. Idzorek

The awards will be presented at the upcoming JOIM Conference:

March 22 – 24, 2020 / Rady School of Management, UCSD
Asset Allocation & Supporting Risk Analysis

Asset Allocation is arguably the most important activity in the management of a portfolio. We will have presentations on some of the state of the art analyses which supports the asset allocation function by the pioneers of the field. Featured presenters:

Harry Markowitz, Harry Markowitz Company, Keynote Speaker
Vineer Bhansali, LongTail Alpha
Richard Bookstaber, University of California and Talagent Financial
Joseph Engelberg, University of California San Diego
Robert Hillman and Kenneth Blay, Invesco
Mark Kritzman, Windham Capital Management
Marty Leibowitz, Morgan Stanley
Andrew Lo, Massachusetts Institute of Technology

Nicholas Savoulides, Invesco

 https://www.joim.com/conference-series/
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Year Award Author(s) Title
2018 Harry M. 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 M. 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 M. 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 M. 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 M. 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 M. 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 M. 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 M. 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 M. 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, 2018 Harry M. Markowitz Award Winners
Press Release, 01/27,2016, The Sixth Harry Markowitz Award Winners Named
Press Release, 02/03/14, The Fourth Harry M. Markowitz Award Winners Named
Press Release, 01/31/13, The Third Harry M. Markowitz Award Winners Named
Press Release, 02/21/12, The Second Harry M. Markowitz Award Winners Named
Press Release, 02/24/11, The First Harry M. Markowitz Award Winners Named
Press Release, 05/26/10, Harry M. Markowitz Award Established

 

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