Professor of Finance and Economics & Founding Director, Bendheim Center for Finance (1998-2014), Princeton University
Yacine Aït-Sahalia, who received his Ph.D from MIT and previously taught at the University of Chicago, is currently the Otto A. Hack Professor of Finance and Economics at Princeton University. He was also the inaugural Director of the Bendheim Center for Finance at Princeton. Professor Aït-Sahalia has a wide variety of interests, including the econometrics of continuous time theory and nonparametric inference for continuous time-models in finance.
Barclays Global Investors honored him with the Michael J. Brennan Award in 1997, and he has also received the Cornerstone Research Award (1998), the FAME Research Prize (2001), and the Dennis J. Aigner Award (2003). He has been a Sloan Research Fellow (1998-2000), and a Guggenheim Fellow (2008-09). A highly regarded educator, he has been honored by the University of Chicago with its Emory Williams Award for Excellence in Teaching and Business Week named him to its list of outstanding faculty in financial economics. He has been editor of the Review of Financial Studies (2003-06), and is now co-Managing Editor of the Journal of Econometrics, and he has been AE for several main journals in Econometrics, Finance and Statistics. He is an elected Fellow of the Econometric Society, the Institute of Mathematical Statistics, the American Statistical Association, and the Society for Financial Econometrics.