PAM: 2007 Crowell Memorial Prize Call for Papers

Sponsor: The PanAgora Asset Management, Inc. (PAM)

PanAgora Asset Management's Quantitative Research Institute announces the 2007 Dr. Richard A. Crowell Memorial Prize competition. There are three Crowell prizes that may be awarded: $5,000 for first place, $3,000 for second place, and $2,000 for third place. Submissions will be accepted from dissertation-stage graduate students and faculty at accredited academic institutions, and from all practitioners who wish to apply.

How to submit papers

While any submissions in the field of quantitative investment are acceptable, the following topics are especially welcome:

- Bottom-up stock selection model

- Strategic and tactical asset allocation/Global Macro research

- Asset pricing and factor models

- Applied financial econometrics

- Risk models and portfolio optimization

- Transaction cost models and trade implementation strategies

Papers will be judged on their originality, quality of exposition, and analytical rigor by a reading committee of members of the Quantitative Research Group.

Amount:

- First place: $5,000

- Second place: $3,000

- Third place: $2,000

Deadline: The deadline for paper submission is September 15, 2007.

For further information, please visit: http://www.ssrn.com/update/ern/ernann/ann046.html