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Swiss Finance Institute Outstanding Paper Award

The Swiss Finance Institute Outstanding Paper Award is awarded annually to an unpublished research paper circulated over the previous 12 months and making an outstanding contribution to the field of finance.  It perpetuates the tradition of the International Center FAME’s Research Prize.

The winners of the 2014 Outstanding Paper Award were Ralph Koijen (London Business School) and Motohiro Yogo (Federal Reserve Bank of Minneapolis) for their paper entitled “Shadow Insurance”.

The winners of the 2013 Outstanding Paper Award were Kent Daniel (Columbia University) and Tobias Moskowitz (University of Chicago) for their paper entitled “Momentum Crashes”.

The winners of the 2012 Outstanding Paper Award were Zhiguo He (University of Chicago) and Arvind Krishnamurthy (Northwestern University) for their paper entitled "A Macroeconomic Framework for Quantifying Systemic Risk".

The winners of the 2011 Outstanding Paper Award were Andrea Frazzini (AQR Capital Management) and Lasse Pedersen (New York University) for their paper entitled "Betting Against Beta". Their paper has been published in the Journal of Financial Economics, 2014.

The winners of the 2010 Outstanding Paper Award were Jules van Binsbergen (Stanford University), Michael Brandt (Duke University), and Ralph Koijen (University of Chicago) for their paper entitled "On the Timing and Pricing of Cash Flows" (initially called “On the Timing and Pricing of Cash Flows"). Their paper has been published in the American Economic Review, 2012.

The winners of the 2009 Outstanding Paper Award were Bruce Carlin (University of California, Los Angeles) and Gustavo Manso (MIT) for their paper entitled “Obfuscation, Learning, and the Evolution of Investor Sophistication”. Their paper has been published in the Review of Financial Studie, 2011.

The winners of the 2008 Outstanding Paper Award were Darrell Duffie (Stanford University), Andreas Eckner (Merrill Lynch), Guillaume Horel (Stanford University) and Leandro Saita (Lehman Brothers) for their paper entitled “Frailty Correlated Default”. Their paper has been published in the Journal of Finance, 2009.

The winners of the 2007 Outstanding Paper Award were Susan Christoffersen (McGill University) and Sergei Sarkissian (McGill University) for their paper entitled "City Size and Fund Performance". Their paper has been published in the Journal of Financial Economics, 2009.

The winners of the 2005 FAME Research Prize were Li Jin (Harvard University) and Stewart Myers (MIT) for their paper entitled "R2 Around the World: New Theory and Tests." Their paper has been published in the Journal of Financial Economics, 2006.

The winners of the 2004 FAME Research Prize were Leonid Kogan (MIT), Stephen Ross (MIT), Jiang Wang (MIT) and Mark Westerfield (MIT) for their paper entitled "The Price Impact and Survival of Irrational Traders." Their paper has been published in the Jounral of Finance, 2006.

The winners of the 2003 FAME Research Prize winners were Jonathan Berk (University of California, Berkley) and Richard Green (Carnegie Mellon University) for their paper entitled "Mutual Fund Flows and Performance in Rational Markets". Their paper has been published in the Journal of Political Economy, 2004.

The winners of the 2002 FAME Research Prize were Domenico Cuoco (University of Pennsylvania), Hua He (Yale University) and Sergei Issaenko (University of Pennsylvania) for their paper entitled "Optimal Dynamic Trading Strategies with Risk Limits". Their paper has been published in Operations Research, 2008.

The winners of the 2001 FAME Research Prize were Professors Yacine Aït-Sahalia (Princeton University) and Michael Brandt (University of Pennsylvania) for their paper entitled "Variable Selection for Portfolio Choice". Their paper has been published in the Journal of Finance, 2001.

The winners of the 2000 FAME Research Prize were Nicholas Barberis (University of Chicago), Ming Huang (Stanford University) and Tano Santos (University of Chicago) for their paper entitled "Prospect Theory and Asset Prices". Their paper has been published in the Quarterly Journal of Economics, 2001.

The winners of the 1999 FAME Research Prize were John Campbell (MIT) and Luis Viceira (Harvard University) for their paper entitled "Who Should Buy Long-Term Bonds?". Their paper has been published in the American Economic Review, 2001.


Event


01.06.2015
SFI Public Lecture with Nobel Prize Winner Prof. Thomas J. Sargent, Zurich
Topic: The US then, Europe now

04.06.2015
SFI Lunch & Learn Informationsveranstaltung, Zürich  

10.06.2015
SFI - SRA Event with David Cole, Zurich
Topic: Risk Culture. A Continuing Journey.

25.06.2015
SFI - ETH Lunch Seminar with Prof. Andrew W. Lo, Zurich
Topic: Evolutionary Foundations of Economic Behavior, Bounded Rationality, and Intelligence

25.06.2015
SFI Evening Seminar with Prof. Andrew W. Lo, Zurich
Topic: Can Financial Engineering Cure Cancer? New Approaches to Funding Biomedical Innovation.

More events


Press releases

20.04.2015

Swiss Finance Institute and zeb.rolfes.schierenbeck.associates launch the first Swiss Asset Management Survey.
Pressemitteilung
Press Release


15.04.2015
Swiss Finance Institute publishes its second White Paper on "Will investment banking survive? Regulatory changes and technological advances are altering the investment banking landscape" written by SFI Prof. Semyon Malamud.
English version, German version, French version, Italian version


More press releases...


SFI in the news

NZZ: "Hohe Risiken einer grossen SNB-Bilanz"
Agefi: "Les taux négatifs aident à affaiblir le franc"
Articles about Jean-Pierre Danthine's speech on "Swiss monetary policy facts... and fiction" at the SFI Evening Seminar (20.05.2015)


Privat: "Und wenn sich Herr Draghi irrt?"
Article by SFI Adjunct Prof. Erwin Heri on the European Central Bank expansionist monetary policy (16.05.2015)


Finanz und Wirtschaft: "Digitales Swiss Banking"
Article by SFI Adjunct Prof. Teodoro Cocca on social media and Fintech and whether they will revolutionize banking (29.04.2015)


NZZ: "Dominante Rolle von CS, UBS und ZKB"
Article on SFI Prof. Semyon Malamud's white paper on "The Future of Investment Banking"  (17.04.2015)





More press coverage...


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