Josef Teichmann and Mario Wüthrich: Bob Alting von Geusau Prize
Josef Teichmann and Mario Wüthrich have been awarded the Bob Alting von Geusau Prize for their paper: "Consistent yield curve prediction".
The external page paper was judged to be the best paper published in the external page ASTIN Bulletin during 2016 with a financial risk or enterprise risk management focus. The prize committee commended the paper for its practical and current coverage and its potential interest to both educators and practitioners.
Josef Teichmann and Mario Wüthrich