Finance Professor Wins Best Paper Award for Creating Insightful, Novel Method of Risk Assessment
Finance professor Yaacov Kopeliovich and his RiXtrema research team colleagues have won the 2015 Peter L. Bernstein Award for Best Paper for their work titled, “Robust Risk Estimation and Hedging: A Reverse Stress Testing Approach.”
The article originally appeared in the Journal of Derivatives in May 2015. It was selected by a three-person review committee and was chosen from a pool of nominations from 11 top financial journals. The judges looked for an original or new approach to the field or subject of study; surprising and/or insightful results or implications; and both practical and academic relevance.Continue Reading