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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The Swiss Finance Institute Outstanding Paper Award is awarded annually to an unpublished research paper circulated over the previous 12 months and making an outstanding contribution to the field of finance.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 2015 Outstanding Paper Award were Arvind Krishnamurthy (Stanford University) and Annette Vissing-Jorgensen (University of California Berkley) for their paper entitled “The Impact of Treasury Supply on Financial Sector Lending and Stability”.

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”. Their paper is forthcoming in the Journal of Financial Economics.

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 Studies, 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 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.


Events

18.02.2016
Lunch and Learn @ SFI

24.02.2016
SFI Evening Seminar with Prof. Darrell Duffie, Geneva
Topic: Stresses and Strains on China's Financial System

02.03.2016
SFI Evening Seminar with Prof. Paul Embrechts
Topic: Risk Management: Then, Now, and Tomorrow

More events


Press releases


19.01.2016
Asset Management Study Switzerland by zeb und SFI. Asset Management in Switzerland faces huge challenges.

12.11.2015
Swiss Finance Institute has attributed its Outstanding Paper Award to “The Impact of Treasury Supply on Financial Sector Lending and Stability”, a research paper by Arvind Krishnamurthy of Stanford University and Annette Vissing-Jorgensen of the University of California Berkeley that studies how government debt crowds out financial sector short-term debt.
Press Release


19.06.2015
Swiss Finance Institute publishes the first comprehensive Swiss study on structured products. The most recent SFI White Paper sheds light on the performance, costs, and investments of structured products.
English version, German version, French version, Italian version

More press releases...


SFI in the news

L'Agefi: Le décloisonnement des compétences
Article referring to the 10th Annual Meeting of SFI (13.11.2015)

L'Agefi: SFI Prof. Philipp Krüger remporte le Moskowitz (10.11.2015)

L'Agefi: Le sens des buyouts secondaires
Article on SFI Prof. Francois Degeorge's Practitioner Roundup on Secondary Buyouts (Sep 2015)


Finanz und Wirtschaft: Bewusster anlegen mit Evolutionary Finance
Article by SFI Professor Thorsten Hens (25.07.2015)


Finanz und Wirtschaft: Barriere-Zertifikate langfristig oder punktuell
Article referring to the SFI White Paper—Structured Products: Performance, Costs, and Investments (18.07.2015)


SRF: Radio program on the impact of the Greek crisis on the banks
Including interview with SFI Senior Chair Harald Hau (16.07.2015)





More press coverage...


SFI in the press image
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