The Society for Financial Econometrics (SoFiE) is a global network of academics and practitioners dedicated to sharing research and ideas in the fast-growing field of financial econometrics. It is an independent non-profit membership organization, currently housed at New York University. SoFiE is committed to promoting and expanding research and education by organizing and sponsoring conferences, programs and activities at the intersection of finance and econometrics, including links to macroeconomic fundamentals.
JFEC is SoFiE's official journal. It showcases the latest financial econometric research from all corners of the globe.
SoFiE 2013-2015 Presidential Election Announcement
Dear Friends of SoFiE,
Thank for you voting in the Second SoFiE Presidential Election. We received great membership participation in this extremely close race between Neil Shephard and Eric Renault.
We are proud to announce the election of Eric Renault as the next SoFiE President. Eric is the C.V. Starr Professor of Economics at Brown University and is the Founding Co-Editor of the Journal of Financial Econometrics (JFEC). He has been a Founding Council Member of SoFiE since its inception in 2007.
Eric will act as President-Elect for the next year under the guidance of current President, Francis X. Diebold. Following the year as President-Elect, Eric will assume the role of SoFiE President in June 2013.
Thank you again for your support of SoFiE!
The SoFiE Team
6th Annual SoFiE Conference
SoFiE is proud to announce that the 6th Annual Conference will be hosted by Sim Kee Boon Institute for Financial Economics, Singapore Management University & the Risk Management Institute, National University of Singapore.
The conference will take place in Singapore from June 12 -14, 2013.