Sotabase

Career

· Otto Hack 1903 Professor of Finance and Economics, Princeton University1998–
· Professor of Finance, University of Chicago Booth School of Business1993–1998
· Ph.D. in Economics, Massachusetts Institute of Technology (M.I.T.)1989–1993
· M.S. in Economics and Statistics, ENSAE ParisTech1987–1989
· B.S. in Mathematics, Ecole Polytechnique1985–1987
· Preparatory Classes to Grandes Ecoles Scientifiques, Lycée Louis-le-Grand1983–1985

Publications (122)

NBER WORKING PAPER SERIES NONPARAMETRIC OPTION PRICING UNDER SHAPE RESTRICTIONS
2002
356
cited
The Rodney L. White Center for Financial Research Variable Selection for Portfolio Choice
2001
297
cited
Sotabase
Yacine Ait-Sahalia | Researcher Profile | Sotabase | Sotabase