Cass Professor wins top quants prize

LONDON - May 2, 2013 - PRLog -- Cass Business School Finance Professor Alessandro Beber has been awarded a top prize for developing a quantitative technique that tracks macroeconomic conditions in real-time.

Professor Beber scooped the 2013 PanAgora Crowell Second Prize for his paper Economic Cycles and Expected Returns, co-authored with Maurizio Luisi and Michael Brandt.

Described as "truly outstanding", the research tracks a long list of published economic data to give a real-time picture of the ups and downs of the economy and finds important links with stock market returns.

Professor Beber said: "It is an honour to receive such a highly-respected prize. My co-authors and I are grateful to the PanAgora judges for recognising our research."

The PanAgora Crowell Prize, first launched in 2001, is reserved for research that connects theory to practice in quantitative management. It receives dozens of entries each year from quantitative academics and practitioners worldwide.
The award is named after PanAgora's founder, the late Dr. Richard A. Crowell, who was a pioneer in the field of quantitative investing.

Professor Beber is part of Cass Business School’s Faculty of Finance, which offers teaching and research to the highest academic standard.

Courses include an MSc in Energy, Trade and Finance (http://www.cass.city.ac.uk/courses/masters/courses/etf) - an advanced and technically challenging programme.

Undergradate programmes include the BSc in Banking and International Finance (http://www.cass.city.ac.uk/courses/undergraduate/courses/...), helping to equip them to operate in the challenging world of financial services.

If you are looking to benefit from practical business education in the heart of London, then visit Cass Business School’s website and see the range of courses the School has to offer.