IQAM-Forschungspreis 2027
Call for Paper
IQAM Research, DekaBank’s private institute for quantitative capital market research based in Frankfurt, is pleased to announce the sixth IQAM Research Prize. The prize recognizes outstanding and innovative research in quantitative capital markets and investment management. We welcome original contributions that combine academic rigor with practical relevance for institutional investors and portfolio managers.
Submissions may be theoretical, empirical, methodological, or implementation-oriented. In particular, we encourage research that demonstrates a transparent connection between methodological innovation and real-world investment decisions, including realistic consideration of estimation risk, transaction costs, liquidity, capacity, model risk, and implementation constraints.
Topics:
Relevant topics include, but are not limited to:
• Artificial Intelligence, Machine Learning, Natural Language Processing, Large Language Models, and agentic AI in investment research and portfolio management
• Alternative data, multimodal data, news, earnings calls, textual disclosures, and satellite or web-based data in asset pricing and investment strategies
• Quantitative investment strategies across equities, fixed income, commodities, currencies, volatility, and derivatives
• Cross-asset and multi-asset strategies, global tactical asset allocation, and dynamic portfolio allocation
• Factor investing, factor timing, macro- and style-factor allocation, and the robustness of factor premia across market regimes
• Equity market-neutral, statistical arbitrage, relative-value, and alternative risk-premia strategies
• Fixed-income and credit portfolio management, including liquidity, credit risk, curve strategies, inflation-linked assets, and sustainable fixed income
• Risk management, tail-risk hedging, volatility forecasting, drawdown control, scenario analysis, stress testing, and regime detection
• Climate risk, transition risk, biodiversity risk, ESG data, sustainable investing, and climate-aware portfolio construction
• Geopolitical risk, macroeconomic uncertainty, supply-chain risk, and extreme-event modelling in asset allocation
Eligibility and Evaluation
The Call for Papers is open to academics and practitioners worldwide. Individual and joint submissions are welcome.
The Scientific Board of IQAM Research will evaluate submissions based on:
• Originality and scientific quality
• Methodological rigor and robustness
• Practical relevance for institutional investment management
• Economic significance after realistic implementation considerations
• Clarity, transparency, and reproducibility of the research design
Key Dates
• Submission deadline: 31 October 2026
• Award ceremony: May 2027
• Location: DekaBank, Frankfurt am Main, Germany
Prize Money
The IQAM Research Prize 2027 is endowed with a total of EUR 5,000:
• First Prize: EUR 2,500
• Second Prize: EUR 1,500
• Third Prize: EUR 1,000
Additional Information
Participation Conditions
1. Submission format
Papers must be submitted electronically in PDF format to iqam-research@deka.de by the submission deadline.
2. Authorship and submissions
Each author may submit only one paper as the corresponding author. There is no restriction on co-authorship in additional submissions, provided that the author is not designated as the corresponding author for more than one paper.
3. Publication status
At the time of submission, the paper must not have been accepted for publication in an academic journal. Working papers, preprints, and papers under review are eligible, provided that their current publication status is disclosed upon submission.
4. Presentation at the symposium
Authors of papers selected for a prize agree to present their work at the IQAM Research Prize Symposium at DekaBank in Frankfurt am Main in May 2027. DekaBank will cover reasonable travel and accommodation expenses for one presenting author, subject to prior approval and DekaBank’s applicable travel-expense policies.
5. Public communication
Authors of prize-winning papers agree that DekaBank and IQAM Research may publish the author’s name, photograph, institutional affiliation, paper title, and prize category in connection with the IQAM Research Prize on the websites www.iqam-research.de and www.deka.de, as well as in related communications concerning the award.
6. Publication of research summaries
IQAM Research and DekaBank may publish non-confidential extracts, abstracts, or summaries of selected papers, always with appropriate attribution to the respective authors. Any publication beyond extracts, abstracts, or summaries requires the prior consent of the author(s).
7. Confidentiality and third-party rights
Participants are responsible for ensuring that submitted papers do not contain confidential information, personal data, trade secrets, or third-party material for which the necessary rights, permissions, or approvals have not been obtained.
8. Data protection
Personal data will be processed exclusively for purposes related to the administration, evaluation, communication, and organisation of the IQAM Research Prize, in accordance with applicable data-protection law and the relevant DekaBank privacy notice.
9. Eligibility of DekaBank employees
Employees of DekaBank, including interns and working students, are not eligible to participate. Members of the Scientific Board, Jury, and persons directly involved in the organisation or evaluation of the IQAM Research Prize are also excluded from participation.
10. Notification of winners
Prize winners will be notified by email. If a selected participant cannot be reached within a reasonable period or is unable to meet the presentation requirement, IQAM Research reserves the right to select an alternative winner.
11. Jury decision
The decisions of the Jury are final. There is no legal entitlement to the award of a prize, and legal recourse is excluded, to the extent permitted by applicable law.
12. Questions
For questions regarding the IQAM Research Prize or the submission process, please contact IQAM Research at iqam-research@deka.de.