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The Swiss Finance Institute Outstanding Paper Award is awarded annually to an unpublished research paper circulated over the previous 12 months and making an outstanding contribution to the field of finance.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


Events

08.07.2015
SFI Lunch & Learn Informationsveranstaltung, Zürich  

27.08.2015
SFI Frühstück Seminar mit Dr. Hans-Joachim Jaeger, Zürich
Thema: AIA, Zahlstellensteuer, FATCA: Big Picture Dynamik der verschiedenen Initiativen und Auswirkungen auf die Geschäftsmodelle von Banken.

24.9.2015
SFI Evening Seminar with Elizabeth Corley
Topic: Risk and Uncertainty in Asset Management


More events


Press releases

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

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

Articles referring to the most recent SFI White Paper—Structured Products: Performance, Costs, and Investments.
NZZ: Performance-Studie zeichnet positives Bild
Finanz und Wirtschaft: Der faire Preis von strukturierten Produkten.
L'Agefi: La performance et les coûts démystifiés
Le Temps: Bonne performance des produits structurés depuis la crise, coûts "raisonnables"
(19-27.06.2015)

L'Agefi: La solution privée plutôt que publique
Interview with Jean-Pierre Danthine (25.06.2015)

Les Echos: "Le franc fort, nouveau fardeau de l'économie suisse"
Article about the Swiss monetary policy and Jean-Pierre Danthine's speech at the SFI Evening seminar (01.06.2015)







More press coverage...


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