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 >
Jun 12, 2022