Votingfor the inaugural Institutional Asset Manager Awards, which will be announced and celebrated at an exclusive virtual awards ceremony and industry networking event at the end of May, will close on Thursday, 29 April.
Voting for the inaugural Institutional Asset Manager Awards, which will be announced and celebrated at an exclusive virtual awards ceremony and industry networking event at the end of May, will close on Thursday, 29 April.
The Institutional Asset Manager Awards 2021 recognise excellence and industry leadership among asset management firms and service providers across a broad range of categories.
Voting for the awards takes place via an extensive online poll of the entire Institutional Asset Manager readership of key investment industry participants – encompassing asset managers, asset owners, allocators, intermediaries, advisers, service providers and counterparties.
Participants are invited to nominate their top three candidates for each award category, with the results being aggregated on a proportionally weighted basis. The readership poll is conducted over a period of several weeks.
The 25 asset management firm categories cover a variety of asset classes, investment styles and strategies – while the 20 service provider categories span all the major areas of the wider asset management industry ecosystem.
All winners are invited to attend an exclusive virtual ceremony and networking event on Thursday 27 May 2021 at 17.00 GMT. The results of the awards will also be covered – along with profiles of the winners – in an Institutional Asset Manager Awards Special Report that will be distributed globally.
Voted for by participants within the asset management industry itself, the awards represent an important mark of recognition and respect among peers, investors, advisors, and counterparties – highlighting the achievements and successes of the industry’s leaders and innovators at an exceptional time.
To participate in the poll, and for all information about the Institutional Asset Manager Awards, see here.
