20 May 2020

“La reprise et le ralentissement économiques commencent dans la tête”, Prof. Berrada dans La Vie économique

La reprise et le ralentissement économiques commencent dans la tête La finance comportementale permet d’entrevoir l’après-crise du Covid-19. Les mesures de soutien des autorités doivent notamment […]
18 May 2020

Research grant for “Real Estate Portfolio Diversification across U.S. Gateway and Non-Gateway Markets”

Prof. Martin Hoesli , and his assistant Mr. Louis Johner, received a Real Estate Research Institute grant to work on a project titled “Real Estate Portfolio […]
15 May 2020

Le prix suisse des fonds durables évite le «greenwashing» avec Prof. Sieber dans Le Temps

La 2e édition des Swiss Sustainable Funds Awards veut être un outil au service de la cause durable et de la place financière. Les commentaires de […]
4 May 2020

Mr. Jouvenot’s thesis paper “Does water management improve corporate value?” at the European Finance Annual Meeting

Mr. Valentin Jouvenot’s thesis paper “Does water management improve corporate value?” was accepted for presentation at the European Finance Annual Meeting.
22 April 2020

Prof. Scaillet’s research paper “Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures” in Management Science

We are delighted to announce that Prof. Olivier Scaillet’s research paper “Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures”, has been accepted for publication in Management […]
14 April 2020

Libra nous ? Chercheurs au Swiss Finance Institute, Tammaro Terracciano et Luciano Somoza, font le buzz

Libra nous ? Chercheurs au Swiss Finance Institute, Tammaro Terracciano et Luciano Somoza, font le buzz avec leur analyse de la crypto-monnaie Libra annoncée par Facebook.
8 April 2020

Prof. Trojani’s paper “The Price of the Smile and Variance Risk Premia” in Management Science

We are delighted to announce that Prof. Fabio Trojani’s research paper “The Price of the Smile and Variance Risk Premia”, with Peter Gruber and Claudio Tebaldi, […]
7 April 2020

Prof. Berrada awarded with “Best Discussion Award”

Prof. Tony Berrada was awarded with the “Best Discussion Award” at the HEC-McGill Winter Research Workshop held on March 18 2020.
31 March 2020

New publication by Prof. Scaillet in the Journal of Finance “Reassessing false discoveries in mutual fund performance: Skill, luck or lack of power? A Reply”

We are delighted to announce that Prof. Scaillet’s research paper“Reassessing false discoveries in mutual fund performance: Skill, luck or lack of power? A Reply” with L. Barras […]
30 March 2020

Wall Street Investors React to Climate Change

An inspiring new research co-authored by GFRI’s Prof. Philipp Krüger shows that some of Wall Street’s biggest investors are starting to act on climate risk. The […]
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