One of our papers won the NAAIM 2010 Wagner Top Paper Award
The paper titled Alpha Generation and Risk Smoothing using Volatility of Volatility won the award which includes a $10,000 first prize and a trip to Orlando to attend the NAAIM conference.
For more information and to download the paper see the NAAIM page naaim.org
For a more recent version of the paper including kurtosis and maximum drawdown results see Alpha Generation and Risk Smoothing using Managed Volatility
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