Zvi Bodie and Marie Brière win Markowitz prize

Solvay Brussels School - Economics & Management - News

Zvi Bodie (Boston University) and Marie Brière (CEB – SBS-EM and Paris Dauphine University) win Markowitz prize for paper on sovereign wealth risk management.

Zvi Bodie and Marie Briere were named winners of the $10,000 Harry M. Markowitz Award prize, for their paper titled “Sovereign Wealth and Risk Management: A Framework for Optimal Asset Allocation of Sovereign Wealth”.

Mr. Bodie is the Norman and Adele Barron Professor of Management at Boston University and Ms. Briere is head of the investor research center at Amundi, an affiliate professor at Paris Dauphine University and Scientific collaborator at the Centre Emile Bernheim – SBS-EM, ULB.

The winners of the awards were selected by a panel of Nobel laureates in economics, consisting of Mr. Markowitz, namesake of the award; Robert C. Merton; Myron S. Scholes; and William F. Sharpe.

The winning papers were selected from papers published in the Journal of Investment Management in 2014.