Past Winners

The 2012 reaction to the Wagner Award resulted in an international response, with authors from Brazil, New Zealand, China and New Delhi and across the U.S. from Washington, D.C. to Florida to Colorado, all of which submitted research demonstrating advancements in active investment management and its potential.

Access the 2012 Wagner Award paper submissions

2012:

  • 1st Place: Gary Antonnaci, Momentum Success Factors
  • 2nd Place: Michael Hartmann, Short Term Alpha as a Predictor of Future Mutual Fund Performance
  • 3rd Place: Z. George Yang and Liang Zhong, Optimal Portfolio Strategy to Control Maximum Drawdown  (The Case of Risk-based Active Management with Dynamic Asset Allocation)

2011:

  • 1st Place:  Thomas Krawinkel, Buying Power – The Overlooked Success Factor
  • 2nd Place: Gary S. Antonacci, Optimal Momentum Investing
  • 3rd Place: Tony Cooper, Optimal Rotational Strategies Using Combined Technical and Fundamental Analysis

2010:

  • 1st Place: Tony Cooper, Alpha Generation and Risk Smoothing using Volatility of Volatility
  • 2nd Place: Z. George Yang, Ph.D., Buy-Write or Put-Write, An Active Portfolio to Strike it Right
  • 3rd Place: Bruce C. Greig, Alternative Overlay for a Traditional Managed Equity Portfolio

2009:

  • 1st Place: Justin Lent, Tactical Equity Allocation Model (T.E.A.M.): A Quantitative Approach for Investing in Long-Term Trends by using Short-Term Mean- Reversion Techniques to Optimize Risk-Adjusted Returns
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