Yacine Ait-Sahalia
| Yacine Ait-Sahalia | |
|---|---|
 |
|
| Institution | Princeton University |
| Field | Financial econometrics |
| Alma mater | École Polytechnique (1987), Massachusetts Institute of Technology (1993) |
| Doctoral advisor |
Whitney K. Newey Jerry A. Hausman |
| Information at IDEAS / RePEc | |
Yacine Ait-Sahalia is the Otto Hack 1903 Professor of Finance and Economics at Princeton University. His primary area of research is financial econometrics. He has been serving as the inaugural director of the Bendheim Center for Finance at Princeton University since 1998. Prior to that, he was an Assistant Professor (1993–96), Associate Professor (1996–98) and Professor of Finance (1998) at the University of Chicago Booth School of Business.
He received his undergraduate degree from École Polytechnique in Paris, France in 1987 and from ENSAE ParisTech in 1989, and his Ph.D. in Economics from the Massachusetts Institute of Technology in 1993.
He has served as Editor of the Review of Financial Studies (2003–2006), Co-Editor of the Journal of Econometrics (since 2012), and Associate Editor of the Annals of Statistics (2003–2006), Econometrica (2007–2013), the Journal of Finance (2007–2010), Finance and Stochastics (1996–2011), the Journal of Econometrics (1999–2012) and the Journal of Financial Econometrics (2001–2011). He served as Director of the Western Finance Association (2003–2006) and is a Research Associate for the National Bureau of Economic Research (since 1995).
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