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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The Swiss Finance Institute Outstanding Paper Award is awarded annually to an unpublished research paper circulated over the previous 12 months and making an outstanding contribution to the field of finance.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”. Their paper has been published in the Journal of Financial Economics, 2015.

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”. Their paper is forthcoming in Econometrica.

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


30.05.2016
Seminario SFI con il Prof. Fabrizio Zilibotti
Tema: La crescita economica cinese: passato, presente e futuro

01.06.2016
SFI Breakfast Seminar with Prof. Riccardo Rebonato
Topic: Coherent Stress Testing – Should We Worry? What Should We Do?

01.06.2016
SFI Seminar (Afternoon) with UZH - Prof. Riccardo Rebonato
Topic: Coherent Stress Testing – What Bayesian Nets Can Offer

01.06.2016
SFI Signing Ceremony – Master in Wealth Management
Topic: "Swiss Financial Center: Challenges and Opportunities"

15.06.2016
Lunch and Learn @ SFI
Informationevent in Zurich



More events


Press releases

17.05.2016
From the industry for the industry: Certification for Bank Client Advisors

03.03.2016
Finanzexperten treffen sich im Kanton Schwyz
Der Swiss Asset Management Day findet am 7. April zum fünften Mal im Kanton Schwyz statt. Thema: Die neuen Herausforderungen in der Vermögensverwaltung.

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

NZZ: «Strukturierte Produkte ein etablierter Portfolio-Baustein»
Article referring to structured products (19.05.2016)

20minuti: «All'USI per parlare di crescita economica cinese»
Article referring to SFI seminar with Prof. Fabrizio Zilibotti on China's economic growth (19.05.2016)

awp: «Drei Schweizer Bildungsinstitute lancieren Zertifizierung von Bankkundenberater»
Article referring to SFI's new launched Certification of Bank Client Advisors (17.05.2016)

finews: «Wo sind die Innovationen im Schweizer Asset Management?»
Article referring to the upcoming Roundtable Discussion on innovation in Asset Management (13.05.2016)

Paolo Vanini: «Diese Asset Manager werden erfolgreich sein»
Interview with Paolo Vanini on Change in Asset Management (09.03.2016)

EPFL: How Do ETFs Influence Financial Markets?
Articel referring to SFI Prof. Semyon Malamud's practitioner roundup. (04.03.2016)


L'Agefi: Comment la Chine pourrait éviter une crise financière
Article referring to the Evening Seminar with Prof. Darrell Duffie on China's Financial System

Schweizer Bank: Positive Asset Manager
Article referring to the most recent Asset Management Study Switzerland by zeb and SFI (19.02.2016)


More SFI in the news...

SFI in the press image
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