Bringing you all the latest news from the FMG and celebrating the achievements of our staff, students and associates.
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Review 97 published
The latest FMG Review is now available to download for free from here.
Prof Vayanos elected to the British Academy
We are delighted to announce that Prof Dimitri Vayanos (Director of the Paul Woolley Centre and Professor of Finance, LSE) has been elected a Fellow of the British Academy. Each year, the British Academy elects into its Fellowship UK-based scholars who are highly distinguished academics and who are recognised for their outstanding research and work across the humanities and social sciences. Prof Vayanos is one of only 42 new Fellows elected this year, 4 of whom are from LSE. Read more.
ESRC Future Research Leaders grant for LSE academic
Dr Andrea Vedolin, Assistant Professor of Finance at LSE and FMG staff member, has been awarded a major research grant designed to enable outstanding early-career social scientists to become the future world leaders in their field. The £312,000 of funding from the ESRC will support work entitled ‘Aggregate Duration Risk’.
Coller Institute of Venture 2014 Research Grants
Dr Juanita Gonzalez-Uribe (FMG/Department of Finance), along with co-author Dr. Lora Dimitrova, has received a $15,000 Coller Institute of Venture (CIV) research grant for their paper 'Corporate venture capital and productivity in pharmaceutical-biotechnology companies'. CIV research grants are awarded to encourage and support original academic research in the field of venture with the goal of making a significant contribution to understanding and shaping the venture ecosystem.
Kathy Yuan awarded an ERC grant
The FMG is delighted to announce that Kathy Yuan (FMG/Department of Finance) has been awarded a European Research Council (ERC) Consolidator Grant in relation to systemic risk. The ERC is providing close to €700k for the project over 3 years until May 2017. The aim of the project is to identify new ways to consider and measure systemic financial risks and, more importantly, the linkages between the financial risks and the real economy, and the welfare consequences. Read more here.
2014 AQR Insight AwardMay
FMG Director Professor Christopher Polk along with co-author Dong Lou (Department of Finance/FMG, LSE) have received an honourable mention as finalists in the 2014 AQR Insight Award with their paper 'Comomentum: Inferring Arbitrage Activity From Return Correlations'. The AQR Insight Award honours and encourage applied innovation in academic research. It recognises important, unpublished papers that provide the most significant new practical insights for tax-exempt institutional or taxable investor portfolios. Read more about the award here.
HEIF-5 funding for FMG
We are delighted to announce that the FMG has been awarded Higher Education Innovation Funding (HEIF-5) that will contribute to the Higher Education Funding Council for England’s (HEFCE) objective to develop knowledge-based interactions between universities and the wider world, which result in economic and social benefit to the UK. Read more.
Review 96 published
The latest FMG Review is now available to download for free here.
British Academy grant for FMG staff member
The British Academy’s Research Awards Committee has chosen to support new research by Dr Moqi Xu of the FMG and LSE Department of Finance. The work, on CEO Contract Incentives, aims to answer many predictions of contract theory models that are still untested, and will receive funding of just under £10,000. Read more.
FMG Research Associate awarded a SWIFT grant
Dr Tom Kirchmaier (FMG), along with his co-researcher Dr Renée Adams, has been awarded a SWIFT grant. The SWIFT Institute has awarded Tom and Renée a grant of €15,000 for their study on gender diversity that will offer a global perspective of women in finance through the first cross-country study on the topic of gender diversity on boards of financial firms.
FMG staff members secure NBER research grant
We are pleased to announce that the Innovation Policy Working Group of the National Bureau of Economic Research (NBER) has selected Dr Moqi Xu and Dr Juanita Gonzalez-Uribe to receive a $10,000 research grant for their research proposal on CEO contract horizon and innovation.
The NBER's Innovation Policy Working Group seeks to foster research by economists and other social scientists on the interactions between public policy and the innovation process, and to provide communication mechanisms between researchers and the policy community.
FMG Director awarded EIF research grant
The Scientific Committee of the Europlace Institute of Finance (EIF) has awarded a research grant to Dr Dong Lou and Professor Christopher Polk (Director of the FMG). Their research paper, "Booms and busts of beta arbitrage: measuring the extent of the low-beta crowd”, secured a €10,000 award.
The EIF aims to develop research funding at European and international level. Since its inception in 2003, the Institute has promoted exchanges between academics and the banking, finance and insurance sectors. The stated aim of the EIF is to make research funding more focused, more useful, and more international.
Job market candidates
For 2013/14 there are four FMG students on the job market:
More information about each candidate, including their job market paper, is available by clicking on their respective name.
Review 95 published
The latest FMG Review newsletter is now available to download for free here.