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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!

  • Blockchain Currency Markets
  • Why Do Bank Boards Have Risk Committees?
  • Attentive Options Traders: Textual Changes to 10-Ks and Option Volatility Smirk
  • Social Capital and the Boundary of the Firm: Evidence from Relationship-Specific Investments
  • Political Affiliation and Media Distrust: Evidence from Stock Market Investors

Journal of Financial and Quantitative Analysis
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