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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The Swiss Finance Institute Outstanding Paper Award is awarded annually to an unpublished research paper circulated over the previous 12 months and making an outstanding contribution to the field of finance.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

06.05.2015
SFI Lunch & Learn Informationsveranstaltung, Zürich  

07.05.2015
SFI Frühstück Seminar mit Prof. Tobias Straumann
Thema: Träume und Schäume: Zukunftsszenarien für den Finanzplatz Schweiz.

19.05.2015
SFI Evening Seminar with Prof. Jean-Pierre Danthine
Topic: Swiss Monetary Policy Facts ... and Fictions

19.05.2015 / 20.05.2015
SFI Evening Seminar with Duncan Innes-Ker in Zurich
SFI Lunch Seminar with Duncan Innes-Ker in Geneva
Topic: ASEAN economic community, what will it mean for the finance sector?

More events


Press releases

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

Agefi: "La nécessité d'investir dans le shadow banking"
Article on the SFI white paper "The Future of Investment Banking" written by Prof. Semyon Malamud (16.04.2015)


Le Temps: "L’assurance de l’ombre menace la finance"
Article on the SFI OPA winners', Ralph Koijen and Motohiro Yogo, study on shadow insurance (13.04.2015)

Washington Examiner: "Rand Paul's college tuition pander"
Article referring to SFI Prof. Martin Hoesli's study on mortgage interest payments (11.04.2015)


Schweizer Bank: «NextGen» Private Banking
Prof. Cocca on new Technologies in Private Banking (01.03.2015)

CESifo: Die Dosis macht das Gift
Prof. Efing and Prof. Hau on the effect of bonus payments on the profitability and risk of banks (12.02.2015)






More press coverage...



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