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5th Annual CQAsia Academic Competition
Call For Papers

November 1-2, 2017, Hong Kong

The 5th Annual CQAsia Academic Competition will be held at the CQAsia conference in Hong Kong on November 1 - 2, 2017.

Competitive, unpublished papers are invited from all faculty and students who wish to apply. Preference will be given to those papers which have direct applicability to investment management in one or more of the following areas: Security Valuation/Pricing, Factor Models, Strategic or Tactical Asset Allocation, Risk Budgeting, Optimizing the Allocation of Risk Capital, Multi-period Portfolio Problems, and Performance Attribution. The committee also encourages submissions focusing on Asian markets or their linkages with global markets.

Only complete papers will be considered in this competition. In addition, the primary author must be either faculty or a student. The top three submitted papers will be asked to present at the CQAsia Annual Meeting on November 2nd in Hong Kong. A copy of the paper presented at the Conference will be made available to members attending the conference.

AWARDS: Cash awards of $3000, $2000, and $1000 will be awarded to the first, second, and third place finishers in the competition. Criterion for awards will be based on both presentation quality and content of interest to practicing investment professionals. CQA will cover travel expenses for one author (capped at $1,000). Hotel accommodations will also be provided. Other authors are invited to attend the conference, but must do so at their own travel and hotel expense.

PARTICIPATION: This is an excellent opportunity for academic researchers to receive valuable feedback on their work from practicing investment professionals. The conference is a members-only event and the attendees represent many of the major investment firms involved in quantitative investment strategies. For a list of firms represented by CQA members, use the Affiliated Firms link on the http://cqa.org website.

INSTRUCTIONS FOR CONTRIBUTORS:

1.Please submit a Word or Adobe PDF version of your paper to be received no later than July 31, 2015. E-mail the papers to:

Melissa Allison
At: melissa@cqa.org
If you have any questions, contact Melissa at Melissa@cqa.org

2. The cover page must have title, author(s), affiliation(s), and phone number, and e-mail address of the primary contact. Please also include the tenured status of each author at his/her respective institution.

3.Acceptance decisions only will be communicated to authors by August 31, 2017.

Posted: 17 Jul 2017