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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The Swiss Finance Institute Outstanding Paper Award is awarded annually to an unpublished research paper circulated over the previous 12 months and making an outstanding contribution to the field of finance.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 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 H. Pedersen (New York University) for their paper entitled "Betting Against Beta".

The winners of the 2010 Outstanding Paper Award were Jules H. van Binsbergen (Stanford University), Michael W. Brandt (Duke University), Ralph S.J. Koijen (University of Chicago) for their paper entitled "On the Timing and Pricing of Cash Flows".

The winners of the 2009 Outstanding Paper Award were Bruce Carlin (UCLA) and Gustavo Manso (MIT) for their paper entitled “Obfuscation, Learning, and the Evolution of Investor Sophistication”.

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”.

The winners of the 2007 Outstanding Paper Award were Susan Christoffersen and Sergei Sarkissian (McGill University) for their paper entitled "City Size and Fund Performance"

The winners of the 2005 FAME Research Prize were Li Jin (Harvard Business School) and Stewart C. Myers (MIT) for their paper entitled "R2 Around the World: New Theory and Tests."

The winners of the 2004 FAME Research Prize were Leonid Kogan, Stephen Ross, Jiang Wang and Mark Westerfield (all from MIT) for their paper entitled "The Price Impact and Survival of Irrational Traders."

The winners of the 2003 FAME Research Prize winners were Jonathan Berk (University of California-Berkeley, School of Business) and Richard Green (Carnegie Mellon University in Pittsburgh) for their paper entitled "Mutual Fund Flows and Performance in Rational Markets".

The winners of the 2002 FAME Research Prize were Domenico Cuoco (Wharton School, University of Pennsylvania), Hua He (Yale University) and Sergei Issaenko (Wharton School, University of Pennsylvania) for their paper entitled "Optimal Dynamic Trading Strategies with Risk Limits".

The winners of the 2001 FAME Research Prize were Professors Yacine Aït-Sahalia (Princeton University) and Michael Brandt (Wharton School, University of Pennsylvania and NBER) for their paper entitled "Variable Selection for Portfolio Choice".

The winners of the 2000 FAME Research Prize were Nicholas Barberis, Ming Huang and Tano Santos (University of Chicago, Stanford University and University of Chicago) for their paper entitled "Prospect Theory and Asset Prices".

The winners of the 1999 FAME Research Prize were John Campbell and Luis Viceira (Harvard University) for their paper entitled "Who Should Buy Long-Term Bonds?"


Event

04.09.2014
SFI Evening Seminar in Geneva
with Philippe Bertherat, Pictet & Cie

16.09.2014
SFI Breakfast Seminar in Zürich
mit Dr. Christian Katz, SIX Swiss Exchange

17.09.2014
Lunch & Learn @ SFI
Informationsveranstaltung, Zurich

09.10.2014
SFI Breakfast Seminar with Prof. Aleksander Berentsen
Zürcher Kantonalbank, Josefstrasse 222,
8005 Zurich.

More events


Press releases

08.05.2014
Swiss Finance Institute held, in partnership with McKinsey & Company and the Swiss Bankers Association, a half-day conference on: "Banking services for Swiss companies: needs, availability and trends".
English version / German version

09.04.2014
Swiss Finance Institute publishes its first White Paper, "The Extra Cost of Swiss Banking Regulation," by Professor Jean-Charles Rochet
English version / German version


17.03.2014
IAZI AG und Swiss Finance Institute lancieren CAS in Real Estate Finance

More press releases...


SFI in the news

Varese News: A Lugano, a lezione dal Prof. Schiller, nobel per l'economia
Article about EFA program, workshops and key speakers (21.08.2014)

Corriere del Ticino: Lugano, una calamita per la finanza mondiale
Article about SFI and EFA, Interview Prof. François Degeorge (05.08.2014)

Le Temps: Des stratégies de placement piégées par l'après-krach boursier
Article about SFI Outstanding Paper Award winners Tobias Moskowitz and Kent Daniel (14.07.2014)

Le Temps: La finance chinoise montre des signes inquiétants
Article by SFI Professors Eric Jondeau and Michael Rockinger (23.06.2014)

Coller Institute Findings Summer Edition: Second Hand, Second Rate?
SFI Senior Chair François Degeorge participated in a round-table discussion on secondary buyouts (26.06.2014)

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