Swiss Finance Institute

© 2025 EPFL

GAUSS Prize for Prof. Damir Filipovic and Nicolas Camenzind

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They were awarded the prestigious 2025 GAUSS Prize by the Deutsche Gesellschaft fĂŒr Versicherungs- und Finanzmathematik e.V. (DGVFM) and the Deutsche Aktuarvereinigung e.V. (DAV). The prize recognizes contributions that combine both high scientific quality and particular practical relevance in the field of financial and actuarial mathematics.

The Swiss Finance Institute @ EPFL has been created to foster research in finance and to develop a strong offering of programs in finance and financial engineering at the Ecole Polytechnique Fédérale de Lausanne. The focus is on the areas within finance that have a natural interaction with mathematics, statistics, engineering, and science, namely, mathematical finance, financial econometrics, and entrepreneurial finance.

SFI teaching programs

The Swiss Finance Institute @ EPFL participates in serveral teaching programs:

Fields of Competences

  • Asset pricing
  • Corporate finance and governance
  • Financial engineering
  • Financial technology
  • International finance
  • Risk management
  • Sustainable finance

Support

The Swiss Finance Institute @ EPFL benefits from the institutional support of the Swiss Finance Institute, a private foundation created in 2006 by Switzerland’s banking and finance community in cooperation with leading Swiss universities, and from Swissquote, who endowed the Swissquote Chair in Quantitative Finance.

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RECENT PUBLICATIONS

Asset Pricing with Costly Short Sales

J. Hugonnier; R. Prieto 

Management Science. 2025. Vol. 71, num. 5, p. 3768 – 3789. DOI : 10.1287/mnsc.2023.01887.

Relationship Capital and Financing Decisions

T. Geelen; E. Morellec; N. Rostova 

Management Science. 2025. DOI : 10.1287/mnsc.2023.02415.

Ensemble learning for portfolio valuation and risk management

L. Boudabsa; D. Filipovic 

QUANTITATIVE FINANCE. 2025. DOI : 10.1080/14697688.2024.2430299.

Global currency hedging with ambiguity

U. Ulrych; N. Vasiljević 

Journal of Banking and Finance. 2025. Vol. 172, p. 107366. DOI : 10.1016/j.jbankfin.2024.107366.

The effect of macroprudential policies on homeownership: Evidence from Switzerland

E. Bolliger; A. Bruhin; A. Fuster; M. Ganarin 

Journal of Urban Economics. 2025. Vol. 146. DOI : 10.1016/j.jue.2025.103749.