Call for Papers

The Chicago Quantitative Alliance (CQA) Annual Academic Competition will held at its annual conference in September. Competitive papers are invited from all non-tenured 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: Strategic or Tactical Asset Allocation, Risk Budgeting, Optimizing the Allocation of Risk Capital, Multi-period Portfolio Problems, Performance Attribution, Derivative Pricing, and Security Valuation/Pricing.

Only complete papers will be considered in this competition. In addition, the primary author must be either non-tenured faculty or a student. The top three submitted papers will be asked to present at the CQA Annual Meeting in September. A copy of the paper presented at the Conference will be published in the Conference Proceedings. Cash awards of $3000, $2000, and $1000 will be given 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. A $500 travel allowance will also be provided.

Instructions for Contributors:

1. Please send via e-mail a Word or PDF file of the paper to Melissa Allison at Melissa@cqa.org
If this is not possible, please follow the steps below.

2. Please submit (1) two typed, double-spaced copies and (2) a computer-readable version of your paper to be received no later than June 30. Mail all papers/proposal directly to:

Melissa Allison
CQA Competition
6575 Shabbona Road
Indian Head Park, IL 60525
Phone: 708-246-6716
e-mail: melissa@cqa.org

3. The cover page must have title, author(s), name, affiliation, and phone/fax numbers, and/or e-mail address. Also, please include a one-page abstract containing author contact information.

4. On a separate page or cover letter, please provide information addressing the following questions:

a) What is the tenured status of each author at his/her respective institution?
b) What sources of research funding, if any, has been provided for the submitted paper?
c) To what publications or journals, if any, has the paper been submitted for consideration?

5. Acceptance/rejection decisions will be communicated to authors by July 31.