May 10, 2023
The IAQF Announces the Winners of the Twelfth Annual IAQF Academic Affiliate Membership Student Competition
May 10, 2023 – NEW YORK CITY – The International Association for Quantitative Finance (http://www.iaqf.org) is pleased to announce the winners of the Twelfth Annual Academic Affiliate Membership Student Competition. Twenty-four teams representing twelve academic programs submitted papers in response to this year's competition problem which focused on non-linear pairs trading. The full problem can be found on the IAQF Site here.
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Richard Roll is the Linde Professor of Finance at the California Institute of Technology. He is a professor emeritus at UCLA where held the Joel Fried Chair at the Anderson School. He is a principal of Compensation Valuation, Inc., and a board member of Western Asset Mortgage Capital Corp. His business experience also includes three years with the Boeing Company in the early 1960’s where he worked on the Minuteman missile and the Saturn moon rocket. During 1985-87, he was a vice president of Goldman Sachs where he founded and directed the mortgage securities research group. He directed Roll and Ross Asset Management for twenty years.
Roll has a bachelor’s degree in aeronautical engineering from Auburn University and an MBA from the University of Washington. His academic career began in 1968 with a Ph.D from the University of Chicago. Subsequently, he was on the faculty at Carnegie-Mellon University, The European Institute for the Advanced Study of Management in Brussels, and the French business school, Hautes Etudes Commerciales, before joining UCLA in 1976. He retired from UCLA and joined Caltech in 2014.
Roll has published two books and more than 100 articles in peer-reviewed journals on a variety of topics. His 1968 doctoral thesis won the Irving Fisher Prize as the best American dissertation in economics. He has won the Graham and Dodd Award for financial writing (four times) and the Leo Melamed Award for the best financial research by an American business school professor. In 2009, he was named Financial Engineer of the Year by the International Association of Financial Engineers. He has received honorary doctorates from universities in both France and Germany. He is past president of the American Finance Association and is a fellow of the Econometric Society.