Gala Dinner & Reception

   

The Volatility & Risk Premia Awards 2018

sponsored by J.P. Morgan

Nominees have now been announced for the premier industry awards in the volatility and risk premia space.

The awards focus on buyside institutional and hedge fund performance over 2017 and will also cast an eye on alternative avenues of risk premia and volatility exposure, such as overlays, mutual funds and UITs. 

Contact EQDerivatives managing Editor Dan O'Leary for further information on how to participate in the adjudication process, which will end in December. Winners will be announced in the Winter edition of EQD Magazine, which will be out January. 

The awards methodology can be found here

EQDerivatives will present the Awards at a New York gala ceremony on March 12, 2018 at the Yale Club of New York City. 

At the event, the latest inductees in to the Volatility Investing Hall of Fame will also be honored. Past inductees include Sarah Dahan at BlueMountain, Roni Israelov at AQR Capital Management, Stephen Crewe at Fulcrum Asset, Joe Aiken at Malachite Capital and Jon Loflin at Mariner Coria.

Award Categories 

Outstanding Contribution Award

Will Bartlett, Parallax Volatility Advisers

US Institutional Volatility Manager Of The Year

  • University of Chicago
  • Koch Industries - Winner
  • Texas Tech
  • Macarthur Foundation
  • San Bernardino County Employees Retirement Association

Canadian Institutional Volatility Manager Of The Year

  • Air Canada
  • Healthcare of Ontario Pension Plan- Winner
  • Ontario Teachers Pension Plan
  • Albert Investment Management Corp
  • PSP Investments

European Institutional Volatility Manager Of The Year

  • Suva
  • PKA - Winner
  • SEB Pension Fund
  • AP3
  • ATP

U.S. Institutional Risk Premia Manager Of The Year

  • American Red Cross
  • CalSTRS
  • Koch Industries
  • Teacher Retirement System of Texas - Winner
  • Mass PRM

Canadian Institutional Risk Premia Manager Of The Year

  • Optrust
  • CN Investments - Winner
  • Air Canada
  • CPPIB
  • Ontario Teachers Pension Plan

European Institutional Risk Premia Manager Of The Year

  • SEB Pension
  • USS
  • PKA
  • ATP - Winner
  • LPP

APAC Institutional Manager Of The Year

  • NZ Super - Winner
  • TCorp
  • First State Super Fund
  • GIC
  • CIC

Insurance Risk Management Team Of The Year

  • Security Benefit - Winner
  • Lincoln Financial
  • AIG
  • Nationwide

Annuity Innovator Of The Year

  • Annexus - Winner
  • Pacific Life
  • Nationwide
  • Voya

Overlay Manager Of The Year

  • GOAS
  • Harvest Volatility Management - Winner
  • Swan Global
  • Belmont Capital

Short Vol Fund Manager Of The Year

  • AQR Capital Management - Winner
  • Harvest Volatility Management
  • Gladius Capital Management
  • Lupus Alpha
  • ABR Dynamic Funds

Long Vol Fund Manager Of The Year

  • Man AHL
  • Artemis Capital Management
  • Argentière Capital - Winner
  • Capula Investment Management
  • 36 South

Relative Value Volatility Manager Of The Year

  • Malachite Capital Management - Winner
  • Mariner Coria
  • BlueMountain Capital Management
  • La Francaise GIS
  • Parallax Volatility Advisers

UCITS Volatility Manager Of The Year

  • Dominicé & Co. - Winner
  • Assenagon Asset Management
  • Allianz
  • Lupus Alpha
  • Amundi

Fund Launch Of The Year – Volatility

  • BTG Pactual - Winner
  • Argentière Capital
  • ABR Dynamic Funds
  • Eaton Vance Management
  • Janus Henderson

Fund Launch Of The Year – Alternative Risk Premia

  • Unigestion
  • Systematica Investments
  • AQR Capital Management - Winner
  • La Francaise GIS
  • Schroders

Alternative Risk Premia Fund Manager Of The Year

  • Aberdeen Asset Management
  • AQR Capital Management
  • Goldman Sachs Asset Management - Winner
  • PIMCO
  • UBS Asset Management

UCITS Alternative Risk Premia Fund Manager Of The Year

  • AQR Capital Management
  • Neuberger Berman
  • GAM - Winner
  • La Francaise GIS
  • Janus Henderson

Alternative Risk Premia Mutual Fund Manager Of The Year

  • Janus Henderson - Winner
  • AQR Capital Management
  • Columbia Threadneedle
  • Quoniam
  • PIMCO

Risk Premia Customized Solutions Provider Of The Year

  • Risk Premium Investment Management Co. - Winner
  • Goldman Sachs Asset Management
  • Wilshire Associates & Mizuho Alternative Investments
  • bfinance
  • Investcorp

Academic Research Paper Of The Year

  • Roni Israelov, AQR Capital Management & Bryan Kelly, University of Chicago: Forecasting the Distribution of Option Returns - Winner
  • Jason Hsu, Rayliant Global Advisors, Donald X. He, Allianz Global Investors, & Neil Rue, PCA: Option-Writing Strategies in a Low-Volatility Framework
  • Ciliberti Stefano, Emmanuel Serie, Guillaume Simon, Capital Fund Management: The ‘Size Premium’ in Equity Markets: Where Is the Risk
  • Thierry Roncalli, Amundi Asset Management: Alternative Risk Premia, What Do We Know 
  • Mikhail Deryabin, Nordea Markets: Local Variance Gamma Revisited

Global Alternative Manager Of The Year

Goldman Sachs Asset Management

The Hall Of Fame

The EQDerivatives Investing Hall Of Fame recognizes those individuals that have led the line in volatility and alternative risk premia thought leadership. EQD staff congratulates this year's Hall of Fame inductees. 

Volatility & Alternative Risk Premia Investing Hall Of Fame's 2018 inductees

  • Alastair Beattie, Societe Generale
  • David Elms, Janus Henderson
  • Devin Anderson, Deutsche Bank
  • Khoa Le, Bank of America Merrill Lynch
  • Christophe Pochart, Citigroup
  • Timothy Hendricks, XFA
  • Rui Fernandes, JPMorgan
  • Bill Park, UBS Asset Management
  • Steve Nawrocki, BNP Paribas
  • Arnaud Sarfati, La Francaise GIS
  • Maarten Nederlof, Risk Premium Investments
  • Christopher Cole, Artemis Capital Management
  • Monique Miller, Wilshire Associates
  • Nikki Tippins, Morgan Stanley
  • Philip Coureau, Goldman Sachs
  • Jason Hedberg, UBS
  • Steve Gorman, Wellington

To View Hall Of Fame Inductees, click here

2018 Table Sponsors

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EQDerivatives Awards 2018

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