Chicago Quantitative Alliance
Annual Academic Competition
Chicago, Illinois, USA
Call for Papers
The Chicago Quantitative Alliance (CQA) Annual Academic Competition will be 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 available to members in the conference proceedings binder. Cash awards of $3000, $2000, and id=mce_marker000 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. Travel expenses will be reimbursed.
Instructions for Contributors:
1. Please send via e-mail a Word or PDF file of the paper to Melissa Allison at
2. Please submit (1) a typed, double-spaced copy and (2) a computer-readable version of your paper to be received no later than June 30. Mail all papers directly to:
3. The cover page must have title, author(s), name, affiliation, and phone 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: