July 12, 2022
The IAQF Announces the Winners of the Eleventh Annual IAQF Academic Affiliate Membership
New York, NY, July 12th, 2022 -- The International Association for Quantitative Finance (http://www.iaqf.org) is pleased to announce the winners of the Eleventh Annual Academic Affiliate Membership Student Competition. Twenty-five teams representing fourteen academic programs submitted papers in response to this year's competition problem which focused on predicters of the state of the market. The full problem can be found on the IAQF Site here. The competition submissions went through a blind, multi-level selection process and were reviewed by a judging panel comprised of IAQF Board Members. Six teams were selected as winners. The winning papers are available below.
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Douglas Breeden is William Priest Professor and former Dean of Duke’s Fuqua School. He served at Chicago, Stanford, North Carolina and Fischer Black Visiting Professor at MIT, winning ”Outstanding Teacher.”
Breeden published seminal research on insurance prices implicit in options, and Consumption CAPM. His “Central Bank Policy Impacts on Insurance Prices,” won Q-Group’s Roger Murray Prize and was presented globally to central banks.
Breeden was elected to the AFA Board and lifetime Fellow. The IAQF named Breeden “Financial Engineer of the Year.”
Breeden holds a Stanford Ph.D., and S.B. from M.I.T., was Co-founder of Smith Breeden and on Commonfund’s Board.