News and Insights

Olivier Scaillet received the Best Asset Pricing Paper Award

GFRI's Professor Olivier Scaillet received the Best Asset Pricing Paper Award at the 38th International Conference of the French Finance Association.

The paper "Hedge Fund Performance under Misspecified Models", is co-authored with David Ardia, Laurent Barras, and Patrick Gagliardini. It develops a new approach for evaluating the entire alpha distribution across hedge funds, and can be found here

To learn more about Prof. Scaillet and his work >

June 12, 2022
  News and Insights