SFI-Forschungsauszeichnung

Lasse Heje Pedersen (Copenhagen Business School) for his paper entitled "Carbon Pricing versus Green Finance"

Maryam Farboodi (Massachusetts Institute of Technology), Dhruv Singal (Columbia University), Laura Veldkamp (Columbia University), and Venky Venkateswaran (New York University) for their paper entitled "Valuing Financial Data"

Daron Acemoglu (Massachusetts Institute of Technology) for his paper entitled “Harms of AI”

Xavier Gabaix (Harvard University) and Ralph Koijen (The University of Chicago Booth School of Business) for their paper entitled “In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis”

Robin Greenwood (Harvard Business School) and Annette Vissing-Jorgensen (University of California Berkeley) for their paper entitled “The Impact of Pensions and Insurance on Global Yield Curves”

Shihao Gu (University of Chicago), Bryan Kelly (Yale University, AQR Capital Management, and NBER), and Dacheng Xiu (University of Chicago) for their paper entitled “Empirical Asset Pricing via Machine Learning”.

Bruno Biais (Toulouse School of Economics), Christophe Bisière (Toulouse School of Economics), Matthieu Bouvard (McGill University), and Catherine Casamatta (Toulouse School of Economics) for their paper entitled "The Blockchain Folk Theorem". Their paper is forthcoming in the Review of Financial Studies.

Sven Klingler (Copenhagen Business School) and Suresh Sundaresan (Columbia Business School) for their paper entitled "An Explanation of Negative Swap Spreads: Demand for Duration from Underfunded Pension Plans". Their paper is forthcoming in the Journal of Finance.

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.

Ralph Koijen (London Business School) and Motohiro Yogo (Federal Reserve Bank of Minneapolis) for their paper entitled "Shadow Insurance". Their paper has been published in Econometrica, 2016.

Kent Daniel (Columbia University) and Tobias Moskowitz (University of Chicago) for their paper entitled "Momentum Crashes". Their paper has been published forthcoming in the Journal of Financial Economics, 2016.

Zhiguo He (University of Chicago) and Arvind Krishnamurthy (Northwestern University) for their paper entitled "A Macroeconomic Framework for Quantifying Systemic Risk".

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.

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.

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.

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.

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.

Li Jin (Harvard University) and Stewart Myers (MIT) for their paper entitled "R-Squared Around the World: New Theory and Tests." Their paper has been published in the Journal of Financial Economics, 2006.

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 Journal of Finance, 2006.

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.

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.

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.

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.

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.