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AAM-CAMRI Prize-winner announced

October 5, 2015

This year, Asia Asset Management (AAM) aligned with NUS Business School's Centre for Asset Management Research and Investments (CAMRI) to launch the AAM-CAMRI Prize in Asset Management, to celebrate excellence in regional applied research.

We are now pleased to announce that the Winning Paper of the 2015 AAM-CAMRI Prize (from over 50 excellent applications from the around the world) is entitled: “The Returns to Hedge Fund Activism: An International Study”. The Paper was co-authored by Marco Becht (Solvay Brussels School, Université libre de Bruxelles, CEPR and ECGI), Julian Franks (London Business School, CEPR and ECGI), Jeremy Grant (CM-CIC Securities) and Hannes F. Wagner (Bocconi University).

The Prize, which is worth US$15,000 and is awarded to only one paper annually, not only recognises but celebrates excellence in applied research, be it empirical or theoretical, that is original and breaks new ground in the thinking, practice, policies and issues affecting the Asian asset management industry.

The awarding of the 2015 Prize coincides with AAM's 20th Anniversary and CAMRI’s 5th Anniversary celebrations; therefore the 2015 Prize will be awarded to the winner in two locations: in Singapore on November 24, 2015 and in Hong Kong on November 26, 2015 – the authors of the winning paper will be expected to present their research to an audience of academics and senior practitioners at both events.

The Prize's judging panel comprised of academics from Asia, and was chaired by Professor David Reeb, research director at CAMRI and the Mr. and Mrs. Lin Jo Yan Professor of Banking and Finance at NUS Business School. Among the members of the judging panel were: Professors John Wei (HKUST); Takeshi Yamada (Australian National University); and Joseph Cherian (CAMRI, NUS Business School).

We thank each and every one of you who submitted a paper to the inaugural Asia Asset Management-CAMRI Prize in Asset Management and congratulate the winning paper’s authors on their success.