Federal ID: 91-6001537
ISSN: 0022-1090 (Print) | 1756-6916 (Online)
2023 Sharpe Award winners!
Hearty congratulations to
Joseph Engelberg, R. David McLean, Jeffrey Pontiff, and Matthew C. Ringgenberg,
Do Cross-Sectional Predictors Contain Systematic Information?
May 2023, Vol. 58, No. 3, pp. 1172-1201
and
Andrew Y. Chen, and Mihail Velikov,
Zeroing In on the Expected Returns of Anomalies
May 2023, Volume 58, No. 3
Winners of the 2023 William F. Sharpe Award for Scholarship in Financial Research