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Federal ID: 91-6001537         
ISSN: 0022-1090 (Print) | 1756-6916 (Online)

JFQA

Kudos to 2020 Sharpe Award winners De Angelis and Grinstein!

  • January 4, 2021

Congratulations to

David DeAngelis and Yaniv Grinstein

Winners of the 2020 William F. Sharpe award for Scholarship in Financial Research

For their article

“Relative Performance Evaluation in CEO Compensation:
A Talent-Retention Explanation”

JFQA, November 2020, Vol. 55, No. 7, pp. 2099–2123

  • Banking on Competition: The Spillover Effects of Bank Entry into Microfinance
  • Adverse Selection in Mortgage Markets: Evidence from Ginnie Mae Early Buyouts
  • Index Investing and Asset Pricing under Information Asymmetry and Ambiguity Aversion
  • The Crash Risk in Individual Stocks Embedded in Skewness Swap Returns
  • Options on Interbank Rates and Implied Disaster Risk

Journal of Financial and Quantitative Analysis
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