Arthur Warga Award

The Arthur Warga Award for Best Paper in Fixed Income is presented annually at SFS Cavalcade North America.

This prize is made possible by the support of:

Brent Ambrose
Kelly N. Cai
Sudheer Chava
Mark Grinblatt & Rena Repetti
Jeffrey Hales
Jean Helwege
Gwangheon Hong
Edie Hotchkiss
Madhu Kalimipalli
Praveen Kumar
Paolo Pasquariello
Matt & Cathy Spiegel

The prize is equal to 4% of the endowment. We welcome additional donations to the endowment. Please contact SFS Treasurer Craig Holden if you wish to contribute.

Award History

2017, $1300
“ETF Arbitrage under Liquidity Mismatch”
Kevin Pan and Yao Zeng

2016, $1200
“A Macrofinance View of Sovereign CDS”
Mikhail Chernov, Lukas Schmid, Andres Schneider

2015, $1300
“Call Me Maybe? The Effects of Exercising Contingent Capital”
Boris Vallee

2014, $1200
“Monetary Policy Drivers of Bond and Equity Risks”
John Y.  Campbell, Carolin Pflueger, and Luis M. Viceira

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