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Federal ID: 91-6001537         
ISSN: 0022-1090 (Print) | 1756-6916 (Online)

JFQA

2024 Sharpe Award Winners

The 2024 William F. Sharpe Award goes to:

Why Naive 1/N Diversification Is Not So Naive,
and How to Beat It?

Ming Yuan, Columbia University
Guofu Zhou, Washington University in St. Louis

Vol. 59, No. 8, pp. 3601–3632

Congratulations to the prizewinning authors!

  • Betting Against the Crowd: Option Trading and Market Risk Premium
  • Careers in Finance
  • Rewriting CRSP’s History: Impact of Altered Monthly Returns on Asset Pricing
  • M&A Efficiency Gains: Evidence from Branch-Level Data
  • Swimming Against the Current: Contrarian Retail Trading

Journal of Financial and Quantitative Analysis
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