Assistant Professor Wenlan Qian in the Department of Finance has won the Best Paper in Asset Pricing award in the 2014 Society of Financial Studies (SFS) Cavalcade conference for her paper, “How Constraining are Limits to Arbitrage?”
Professor Wenlan and her co-author Professor Alexander Ljungqvist examine the role of limits to arbitrage in asset pricing and behavioural finance, and propose an innovative arbitrage strategy.
The SFS Cavalcade is a joint project between the Review of Financial Studies, Review of Corporate Finance Studies, and the Review of Asset Pricing Studies. This year, 653 submissions were received for the conference, with an acceptance rate of 11.5%.
Professor Wenlan joined NUS in 2008 after obtaining her PhD in Business Administration from the University of California, Berkeley. She is also affiliated with the Institute of Real Estate Studies and Risk Management Institute at National University of Singapore.
She is the recipient of several research grants and has won the best paper awards at several other international conferences. Her work appears in Real Estate Economics and the Journal of Real Estate Finance and Economics.
Congratulations, Professor Wenlan!